One of the cognitive fallacies which fuels real-world conspiracy theories is proportionality bias. This suggests that large effects need to have large causes. At the most extreme, Descartes suggested a God was necessary because there were minds, so something greater than a mind need to cause the mind. Hermetic magic says that there needs to be a thing greater than an apple for there to be an apple, and thus the Realm of Forms exists to house the primordial Apple of which all other apples are but shadow. In more recent discussion, the example often given is that the belief that a lone gunman could have shot JFK is counter-intuitive for many people.
In Mythic Europe, this bias takes on an extra danger, because it can create roles for faeries to slip into. If an archbishop dies falling out of bed, and that’s unbelievable enough that a counter-story circulates about a conspiracy to do him in, faeries may take the roles of the conspirators. If the story explains the goals of the conspiracy, the faeries may blithely continue along that road, toward a terrible event, merely because the humans around them are forcing the story upon the faeries. The faeries’ actions create physical evidence, which strengthens the story about a conspiracy, until a community constructs the instrument or its own doom.
This serves as one explanation for characters who are tormented by faeries. The player character did something wrong, but the story surrounding it was so intense that a faerie has taken the role of the villain. The faerie torments the human, to defend the role from the sorts of change in story which the player character could wreak merely by admitting publicly to their wrongdoing. The faerie, because it is proportionate the the player character’s grave offence, is far more powerful than the character.