You could be right. I don't see it that way personally, but that's because I'm rather of the "shut up and calculate" persuasion (in both physics and statistics), not expecting that whatever cognitive capacities I've evolved are necessarily going to either be able to easily come up with effective intuitive shortcuts for everything or feel satisfied by phrases used to express some sort of generalization and approximation of the mathematical view.

So I don't take the mystery as particularly deep. I struggle to understand spoken Spanish anywhere as well as I understand written Spanish. Is spoken Spanish a mystery? No, it's just something about inadequate synaptic plasticity or outgrowth in language cortices in me personally, probably.

I do, however, find that statistical problems that sometimes evoke confusion seem really obvious when you take a calculation-first perspective (including a fully clear statement of the problem before proceeding rather than just starting to write numbers--you always have to calculate the right thing!). For instance, the Sleeping Beauty Paradox seems the most boring non-paradox to me: yes, if you go in with intuition you might get confused, but if you go in to define the sample space and sampling procedure, there's nothing surprising at all save that people get surprised.

If Edwin sees mystery, and I see, "Eh, why would I have expected to grok that anyway? But I can still calculate the answer," I think that's fine.