Constant2 comments on Expecting Short Inferential Distances - Less Wrong
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The explanation from ancestral environment seems likely. However, there is also a rational argument for refusing to accept a claim unless all the steps have been laid out from your own knowledge to the claim. While there are genuine truth seekers who have genuinely found truth and who we therefore should, ideally, believe, nevertheless a blanket policy of simply taking these people at their word has the unfortunate side-effect of also rendering us vulnerable to humbug, because we are not equipped to tell apart the humbug from the true statements many steps removed from our knowledge.
At the same time, people do not universally reject claims that are many steps removed from their own experience. After all, scientists have made headway with the public. And unfortunately, humbug also regularly makes headway. There have always been niches in society for people claiming esoteric knowledge.