Think about it. Even though their world is based on magic, they have their own version of supernatural, pseudoscience crap - basically everything that Luna Lovegood and her dad believe in. Most magical people easily accept unicorns and dragons and nifflers, but Crumple Horned Snorkaks? Ridiculous.
And Hermione is a wonderful skeptic. Just look at this quote from the 7th book about the Deathly Hallows:
"But that's - I'm sorry but that's completely ridiculous! How can I possibly prove it doesn't exist? Do you expect me to get hold of - of all the pebbles in the world and test them? I mean you could claim that anything's real if the only basis for believing in it is that nobody proved it
Hermione just destroyed all Christian apologetics. ...Too bad the Deathly Hallows actually existed. *cough*
...I know I originally had more examples, but my memory is starting to go. If anyone has any other skeptical Harry Potter examples, feel free to leave them in the comments.