They are intimidated by the vastness of existence and the ignorance of the masses to most of reality. It makes them wonder just how they are missing out on.
It is not an unfounded suspicion. Most of the entities in the void universe can't find the spiritual dimension. Most don't even know that it exists. It exists outside of the spatial coordinates of both the light and dark sides of the universe, so even world gods can't find it.
The problem is that they can't see the spiritual dimension or feel its effects. This is another case where the perception of reality affects the ability to interact with reality.
Reality doesn't change based on perception, but you won't be able to experience some things if you can't see them. It means that they might be ignorant of other things that they don't even know exist. It is intimidating to think about.
