Not that they're alone in that. Bringing gods on stage is another part of it, one I've held forth on before. Uncanny and inexplicable moments can sometimes work better because they are short and sweet and do not need to carry the burden of characterization or world-building as more developed scenes or characters do.
Any form of the transcendental and unearthly is hard to pull off, especially at length. Prose that can handle most things is not up to it, for one thing.
Another is the same problem that plagues trying to depict a sage, namely the chance to show off the depths of your shallowness. Many writers grab the chance with both hands. The transcendental must rise above ordinary, quotidian existence. Some writers' form of it makes one wonder what they think mundane existence is like.
Needless to say, making the transcendental lecture, and combine the problem of transcedence with wisdom, is a spectaluar chance to write deadly prose. There really is no way to manage it without either truly profound things to say or masterly rhetoric that manages to sound wise. Very few writers can pull off either.