When someone who geniunely believed magic to be responsible for the observed event is exposed to the actual mechanism behind the trick, it triggers cognitive dissonance. Weak minds would disregard factual evidence in order not to face the reality that they've been wrong right from the start, to preserve he integrity of their insecure nature.
That's when it turns into subjective belief in magic.
Or delusion (noun): a false belief or judgment about external reality, held despite incontrovertible evidence to the contrary,...
Martin