Because there are those who believe that stage magic has some supernatural explanation rather than a mundane misdirection as stage magic usually uses.
There are magicians who show how their tricks are done - Penn & Teller at the very least. On one of their specials they taught a very large number of people how to do the disappearing hanky trick, so that they could all perform it in unison.
I remember the "Walk through the Great Wall of China" trick, and I thought it was kind of lame even as a kid. They had a great big cloth screen in front of him and (in usual David Copperfield style) projected his shadow onto the screen with a big light. Then his shadow was shown walking toward the wall. I believe that about as much as I believe that any other form of shadow puppetry is real.
The funny thing about stage magic is that (in many cases) it requires some kind of misdirection. Once the misdirection has been performed properly, the proceeding "results" can be far out of proportion to the effort that was really involved.
Think of the Houdini-in-a-can trick. Supposedly Houdini is placed in a can filled with water. At some point he is permitted to leave the can without the audience knowing it. After this they can...
Produce Houdini after 10 minutes, claiming that he held his breath for 10 minutes.
Boil the water in the can with giant flames, and claim that he is immune to heat.
Crush the can in a giant can crusher, thereafter asserting that he "magically escaped."
All from the same original "trick" - letting Harry out of the can.