It would be useful simply to know that naturalistic explanations aren't enough. That knowledge severely affects your world model. Psi being real is also massive information even if we don't immediately know what to do with that knowledge.
I was just re-reading Doc Smith's Subspace Explorers last night, and it occurred to me that if psionic powers existed, and if the model/theory he used in his book worked - a unity of sorts between the psychic's mental map and the real world - it would be significant evidence for living in a simulation. Maybe they were bugs, and they dried up because the simulation was debugged. Note that I don't think this is likely, the most likely explanation for psychic powers is still a combination of self-delusion and fraud.
[Post redacted 'cuz I unfairly and carelessly misrepresented someone's views (Eliezer's). The messages of this post was: disbelief that aliens visit Earth in spaceships is a bad reason not to look into ufology. My apologies for this ugly post.]