I agree that a good way to make magic mysterious is to not explain stuff! Which folks are you referring to that don't get this?
AND I find only a tenuous connection between that observation and the topic at hand. YMMV, but most of the possible explanations for wizards being rare that I came up with have nothing to do with the mysterious workings of magic itself.
Now, you might have very few wizards in your world, and "nobody seems to know why" if the players ask. But to me that smacks of "I have no idea; stop asking dumb questions" rather than "oooh, how mysterious!"