Right, now I can do this justice with my mind right.
Also, I cannot understand how come you didn't see Paranoia Agent to be of magical psychological themes from the first ep onwards. The excuses' and idols' theme rings throughout the OP and the very first episode.
Clannad had not-so-realistic themes to it. Similar to magical realism. Basically my favorite genre. Just behind "pretentious" symbolism with something provoking to the extent of "odd", "strange", "creepy" and "dreamlike". Expanding on everyday *and* fantasy with *ideas* tucked in with emotions (whether of nightmarish or afterlife-freedom-love stuff).
For the first paragraph, I think I was mislead. The psychological aspect was evident from the start, but the supernatural? Not so much. Yes, it was 'mystical' I suppose, and that was more to do with the old bloke (or grand master, which ever you prefer) but then again, after seeing so many animes pull of a Dickens (and by that I mean linking everything together) I had faith that in the end, there would be some logic behind it.
The thing is, that PA mislead me, or, I mislead myself into believing it to be a mystery. The psychology behind the supernatural entity was fascinating, and the forces that drove it were coherent with its origins, but it's when things get so out of control, and when so many questions are needed, is when its effect of disbelief completely collapses under its own absurdity.
Take Clannad, for example, from the start we knew that there was some sort of 'other dimension.' We didn't know if it was real or not, but then, as the series progressed, we began to grasp its significance. We might have not understood it, but we knew that within the setting it was real. (Though to be fair, the whole another world thing was handled poorly.)
But then we have PA, and by the end, things started getting mixed up. We had psychological and supernatural elements intertwined, and making the distinction was tough until by its finale, you just HAVE to accept that the manifestation was real for all to see.
Don't get me wrong, I enjoyed how they used symbolism for almost everything. How the bat represented the detective's sword in his own illusion; how the chief ended up 'escaping' into his own utopia; and how the makeup on Maria's face represented her disorder.
Yet, it's when two people share in the same utopia, that you begin to question the mechanics behind this illusion; it's when this old man SOMEHOW is linked with everything but is so vague that you would probably be forced to watch it a second time to fully grasp his importance. It's when a giant monster, who previously targeted the emotionally cornered, is now destroying the entire world, you begin to wonder how the hell it ended up there.
Perhaps I myself just failed to understand the entire thing. In that case, please explain and enlighten me. It'll be a lesson I won't forget. But as of now, those are my thoughts on the matter.