The most rational of people in some ways are paranoids: they live in a universe of demonic efficiency where there is no room for coincidence at all. Everything that happens has a purpose relating to or a bearing upon them. To follow the last comment, they can see no narrative but one in which they are central.
Yes, we're storytelling creatures. Of course, saying that everything is explicable through insensate physical law, or that conspiracy theories are inherently impossible because big secrets can't be kept are just other explanaitons of events, other stories.