I've not read through all the replies here, but I will say this. Go read a book by the psychologist Luria about a patient Mr S. I am unsure of the name of the book - probably something like the memory man or something along those lines.
This patient had something that he called 'magical thought'. The idea behind this is that the patient believed that he had the ability to do things or change things with the power of his mind.
Ok, so maybe you think this guy is a nutcase. Actually, he was far beyond that. Not only did he function exactly like you and I and was not mentally unhealthy, but his memory was beyond the abilities of you and I. He was a journalist and had a mnemonists memory (now I think of it I believe the word mnemonist is in the title). That is to say that he remembered everything down to a tee, even the arbitrary details. And I mean to an exact replication of conversations, colours, scenes, people, etc. etc. This was something he was unable to switch off and could not stop remembering everything. Now if memory serves me correctly this got to him and he ended up committing suicide (correct me if I'm wrong here).
Back to magical thought. I believe that thousands - nay millions - of people experience this very same magical thought. We have experienced it for millenia. Indeed I am talking of religion. David Hume noted in his Enquiries concerning Human Understanding (in Of Miracles, ss. 11) that humans have a love of the fantastic and impossible. Religion may very well be a manifestation of such 'magical thought'. However, I am not going to start a theistical debate here.
My point is that there is such a psychological plight noted, of the ability to believe we have some sort of ability beyond the physical to manipulate our world. Perhaps as magicians we feel either the need to manifest this in a public fashion or to satisfy the magical thought in others (take whichever interpretation is most to your pleasing).
Before you claim that such a thing is absurd in healthy people - children normally go through such a stage in their development. For example, try showing a card trick to a 4yr old - somethin like a colour change that can be understood easily. I'm sure you'll soon see a change in their behaviour, even if only temporary (i.e. hours).