Indeed he argued the point.

He told Oro straight out that he would not believe in the impossible until it had been shown to him to be possible, and that the law of Nature never had been and never could be violated.

It was no answer, he said, to show him wonders without explaining their cause, since all that he seemed to see might be but mental illusions produced he knew not how.
Oro listened patiently, then answered: "Good.

So be it, they are illusions.

I am an illusion; those savages who died upon the rock will tell you so.