I believe that the use of the word "trick" encourages that type of thought. If it's "just a trick" than any person should be able to deduce exactly what's happening. If that's the case, then people sitting in the audience have to show everyone else in the room how smart they are by yelling out every theory that comes to their mind (often achieving the opposite of the desired effect).
This October I will be performing at Rob Zombie's Great American Nightmare. Today I was given the direction that they want a gritty, edgy performance. While writing the new scripts for my show I am trying to walk a fine line between being gritty/funny and challenging my audiences intelligence. Hopefully I will be able to have a performance that gives my employers what they want without turning the entire show into contest to see who's smarter.
As I tell my students all the time, we are not smarter than our audiences just because we have read something that they have not. We need to take the challenge out of our personas and just focus on having a good time while I perform my tricks.