Many things the typical person says "It does not make sense" about really do make sense in that they are objectively logically possible, but non-rationalists are subjectively confused by them even though it is always obvious what does and does not contradict logical axioms. Some people think that something unusual or seemingly bizarre means it does not "make sense," which they might falsely equate to making something logically impossible. If an object someone just looked at disappeared from their sight when they next open their eyes, many people might believe or say that the experience does not make sense. But how could it not? No matter how surprising it is (with surprise being a subjective psychological reaction), they remember seeing it one moment and not seeing it the next; there is nothing difficult about this to understand. Neither are any possible causal/metaphysical reasons for the occurrence incomprehensible.
Whatever happened--the person's memories of the object sitting there being inaccurate, hallucinations striking, God or some other being hiding it from their sight or rendering it nonexistent, or any other such things--is not logically impossible because then it could not have happened! Of course, only things that contradict logical axioms, other necessary truths, or their own nature (which would itself be a violation of the laws of logic) are impossible. No phenomenon in the natural world, no supernatural entity or miracle, no strange experience or truth is impossible unless and only unless it entails an inherent contradiction of logical truths. Even if something would contradict some contingent truth (like a scientific law), the contingent truth in question could have been different and not excluded it from reality, as the only thing that makes something inherently false is not being consistent with logical axioms and what follows from them.
There is nothing about the existence of an uncaused cause, a quantum scale of matter, extraterrestrial life, scientific laws potentially changing or not being universal, a sudden betrayal from an unexpected source, or any other logically possible thing that does not make sense. There are only logically necessary truths, logical possibilities, and things which contradict reason and are thus false (which also "make sense" in this regard). None of these categories are difficult to understand in themselves, and understanding is only a state of a mind that grasps these things instead of the truths themselves. However, many people are non-rationalists who believe or think based on emotions, cultural pressures, and subjective perceptions and preferences. They are not looking to reason, and so reason itself seems strange and untrue to them, hence why arbitrary assumptions and perceptions are what they think supposedly makes sense.
It is not whether something makes sense that grounds logical possibility. This is only the mental state of a being that, if they are actually in the right, knows an objective logical truth that their perceptions do not dictate. No, it is the objective laws of logic, intrinsically true and immutable even for God himself, that make some things true in themselves, some things false because they contradict necessary truths, and other things possible even if they happened to not be the case in contingent reality. As someone intentionally aligned with at least some logical truths, a rationalist has a worldview that "makes sense" because it cannot not have been true. The world's legions of non-rationalists are not rational and thus ignore or do not know these philosophical truths, and if they are using the phrase "it does not make sense" out of place when they really mean to say "I am confused or uncertain," then they are terrible communicators in addition to being incompetent thinkers.
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