Because it is terrible

In the Remarks on Frazer (pp. 2-3) Wittgenstein writes:

     Frazer says it is very difficult to discover the error in magic and this is why it persists for so long—because, for example, a ceremony which is supposed to bring rain is sure to appear effective sooner or later.

     But then it is queer that people do not notice sooner that it does rain sooner or later anyway.

     I think one reason why the attempt to find an explanation is wrong is that we have only to put together in the right way what we know, without adding anything, and the satisfaction we are trying to get from the explanation comes of itself.

     And here the explanation is not what satisfies us anyway. When Frazer begins by telling us the story of the King of the Wood of Nemi, he does this in a tone which shows that something strange and terrible is happening here.  And that is the answer to the question “why is this happening?” : Because it is terrible.  In other words, what strikes us in this course of events as terrible, impressive, horrible, tragic, &c., anything but trivial and insignificant, that is what gave birth to them. 

Here Wittgenstein implies that the attempt to find an explanation of magical behavior is wrong but then almost immediately appears to offer an explanation of his own. We could respond to this seeming hypocrisy by saying that these are just notes, and they are, but this is from the early part of the book, not the later part that consists of what Rush Rhees calls "rough notes", and this material was dictated to a typist, so it isn't just notes.

It might help to look at the original German: das hat diesen Vorgang ins leben gerufen--that called this procedure [Klagge and Nordmann have 'incident'] into life. I think we have to take this as something other than a causal hypothesis. (This is confirmed by remarks on p. 8 and p. 9.) Wittgenstein wants to understand not why a particular form of behavior happened to begin but why it persisted, why its first occurrence was the beginning of something that continued to occur. And his answer is: because it is something that strikes human beings as highly significant, as not in the least bedeutungslos. This is not an hypothesis but something we know, because we feel it too. And it is not an explanation of anything, but it provides the satisfaction that we (mistakenly) look for in explanations. All that we need to do in such cases is to arrange what we know in the right way and then allow the facts to strike us, allow ourselves to feel in response to these facts (and their arrangement, but the relevant arrangement just is, I take it, the one that makes us respond in this way). Then, I almost wrote, there is no mystery. But of course there is a mystery. The mystery, though, is not why people would behave in this way. The mystery is in the behavior and is the answer to our question. People do this sort of thing because it is mysterious or, perhaps better, powerfully uncanny. They aren't trying to be obscure, after all. They want meaning, and this kind of thing provides a powerful sense of meaning.

Wittgenstein rejects as inevitably unsatisfactory attempts to explain magic and religion. Religious actions, he writes, can be 'explained' and cannot be explained (p. 4). What he offers, I take it, is an 'explanation' but not an explanation. It appeals to an inclination in ourselves, an inclination that we might call the ceremonial or ritualistic in contrast to the animal:

one might begin a book on anthropology in this way : When we watch the life and behavior of men all over the earth we see that apart from what we might call animal activities, taking food &c., &c., men also carry out actions that bear a peculiar character and might be called ritualistic. (p. 7)         

(This is reminiscent of the distinction in the Lecture on Ethics between the trivial/relative and the ethical/absolute. Nonsensicality belongs to the essence of ethical expressions, just as inexplicability belongs to the essence of magical actions. Indeed Wittgenstein identifies the ethical and the religious in the Lecture on Ethics (and says that ethics is about the meaning of life) and the magical and the religious (which are also about meaning) in the notes on Frazer. I don't mean that what he said about ethics in 1929 is exactly what he said about magic in 1931, but there are connections. And I'm not saying that they are not identical either. I need to read and think about this more.)

It is in this sense that "Frazer is much more savage than most of his savages" (p. 8), because Frazer is closer to being stuck in animal mode, understanding magic only as an ineffective way to get food, etc.  But even he uses words like 'ghost' in his explanations of "savage" behavior. He is still human, after all, despite his modernity and his Englishness. And so he is still somewhat in touch with what is frightening and terrible in the stories he relates, qualities they acquire from the evidence:

from the thought of man and his past, from the strangeness of what I see in myself and in others, what I have seen and have heard. (p. 18)    

I should have a conclusion here but I'd rather just repeat "the strangeness of what I see in myself" to fade. And to connect this with Wittgenstein's famous earlier remark to Paul Engelmann:

And this is how it is: if one does not endeavor to express the inexpressible, then nothing gets lost. But the inexpressible will be — inexpressibly — contained in what has been expressed. 

A good description of the facts of the case concerning the King of the Wood of Nemi loses nothing but contains the inexpressibly terrible. Because the facts themselves are terrible. Not in some absolute way, but to us. As long, that is, as we are sufficiently strange (i.e. normal).