The strangest phobia I've seen expressed is the fear of success, or "Epitychiaphobia".
People will make up all kinds of excuses as to why they won't (or imagine that they can't) succeed, even when success is extremely easy (i.e., just show up). No, I don't think this is a fear of failure, because I fear failure, but I go ahead and try anyway.
I've seen this in relation to relationships, employment, and athleticism.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.