I'm not entirely sure that the people who constantly scream, "I know how it's done!" is doing it just purely out of spite, lack of attention, low self-esteem or some other psychological dysfunction. Any person with above-average education and intelligence will not be content to simply let the unknown (for that's what magic seems to most laymen, a big gaping lot of unknown factors) overwhelm him. He wants - needs - a reason, something for him to cling on to before his worldview crumbles and collapses. At the risk of making an obvious statement, having one's worldview collapse is a very traumatic thing.
To quote from the Art of Astonishment:
Paul Harris wrote:
For most people the moment (of astonishment) lasts under ten seconds. Then because we crave the security of our missing world-view, we quickly build a new box. The "it-went-up-his-sleeve" box or the "it-was-all-done-with-mirrors" box or even the "I-don't-know-what-happened-but-I-know-it-was-a-trick" box. And that's all it takes. One thought, one guess, even a wrong one, and the boxes all come back, natural mind gets covered up, and the moment of astonishment is gone.
He goes on to write about how the magician's role is not to be 'novelty entertainer, or super con-man or Mr. Ego', but to serve as a guide to the primal experience of astonishment. The tricks are merely tools to help your spectator return to the state of astonishment, because at the end of a trick, nothing but that moment remains. All spectators watching something they don't understand, even those that don't say anything, will have their intellectual minds racing to find some sort of explanation: but no matter what, that moment of astonishment will remain.