People search for reasons, for explanations, for causes. Human rationality builds on a foundation of causality. The scientific method, criminal law, engineering: all build on analysis of phenomena and identification of causes and effects.
When we find happenings that have no apparent cause, we assume that there must be some kind of cause, some kind of explanation. We imagine an external, metaphysical realm in which such causes and explanations reside. We imagine that this realm is populated by beings which cause phenomena observed in the physical world. The existence of this realm is necessitated by our desire for explanations and causality; Without that desire, there is no need for the metaphysical realm.
Moreover, the postulate of the metaphysical realm doesn’t really solve anything. Our insistence on causality should lead us to require that all events in the metaphysical realm have an explanation. In order to terminate the chain of causality, however, we must eventually violate our own principle and reach a cause which either requires no cause or serves as its own cause – an ultimate cause, if you will.
All this is necessary because we insist on explanations, on answers to the question “Why?”. Alternately, we could accept the possibility that some things need not be explained. If we can convince ourselves that some things just are, that it is all right for some things not to have explanations, then we have no need for the postulate of a metaphysical realm, nor speculation about what it would consist of or what it would contain.
Often, when asked “Why?”, some impatient people answer “that’s just the way it is.” People sometimes use that answer, even when they really mean “I don’t know why”, or “I don’t have the time or the patience to explain it to you”. When they say (or mean) “I don’t know why”, they are implicitly asserting that there must be a cause that they don’t know or understand. They think there must be a why, that there is always a why, that everything must have a cause.
If we accept that some things need not have causes, then there is no “Why?”. There is only the thing itself; there is only a “What?”