People get scared when their faith turns out to be real, when their god actually turns up on their doorstep.
Whilst my god is known for his sense of humour, I don't think it extends as far as to save us from death just to kill us as soon as we wake up.
Where death gives you a sense of humour, life gives you a sense of love.
Explaining a miracle doesn't make it any less of a miracle.
Empirical proof doesn't drive progress. Progress is driven by curiosity, something we all have built into us. Empirical proof is a safety net for those uncomfortable with the unknown.