The view that shattering mysteries reduces their value is very much a result of religion trying to protect itself.

Yes, but this tendency to see warm fuzzies as depending on mystery is even deeper than religion. It's a common anti-intellectual tendency. Take, for example, the idea that attempting to scientifically understand phenomena like romantic love will "spoil the mystery."

In general, I've never seen understanding a phenomenon better get in the way of appreciating it. The only exception would be when you are trying to analytically figure out a phenomenon which requires you to be in a non-analytical mental state at the same time as you are trying to experience it.

I would hypothesize that the lauding of "mystery" rather than understanding is inversely related to certain traits such as need for cognition and openness to experience.