Scientific American Mind:
A partial answer may be found in a 2013 study by psychologists Piercarlo Valdesolo of Claremont McKenna College and Jesse Graham of the University of Southern California, published in the journal Psychological Science. Research had shown that “awe” is associated with “perceived vastness” (like the night sky or an open ocean) and that “awe-prone” individuals tend to be more comfortable with uncertainty and are less likely to need cognitive closure in some kind of explanation. They “are more comfortable revising existing mental schemas to assimilate novel information,” the authors said in their paper.
For those who are not awe-prone, Valdesolo wrote in an e-mail, “we hypothesized that the uncertainty experienced by the immediate feeling of the emotion would be aversive (since they are probably not the kinds of people who feel it all the time). This was rooted in theoretical work which argued that awe is elicited when we have trouble making sense of the event we are witnessing, and this failure to assimilate information into existing mental structures should lead to negative states like confusion and disorientation.” To reduce the anxiety of awe-inspiring experiences, people who are not prone to awe engage in a process I call “agenticity,” or the tendency to believe that the world is controlled by invisible intentional agents.
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