Space
Medieval peasants at least had an excuse for the magical thinking.
They didn’t have telescopes and probes. Nothing at all to tell them what was beyond the horizon but their fantasies. Maybe vengeful gods did exist out there. Who could prove otherwise? Space is rocks orbiting other rocks. There’s nothing there. It’s called empirical fact. There’s no reason to go there or spend money on it or even think about it. If you saw a woolly mammoth skull, you might be forgiven for thinking it’s a dragon if you didn’t have scientific literature describing woolly mammoths.