Science prioritizes simpler explanations to more complex ones. A neutral mutation at one site in many different people, given the current set of facts, can be explained by having a single mutation, so why go with two?

This is known as the principle of parsimony. It explains why, when you lose your wallet, you don't look on the moon. Instead, you look at where you've been. Because a scenario where you lost your wallet where you've been is much more probable than the one in which it ended up on an extra-terrestrial body.

Scientists aren't the only one's who use the principle of parsimony. It's a good practical heuristic. Not always true, but choosing between a simple and more complicated hypothesis, we prefer to go with the simpler.

The phenomenon arises not because it's hard to think outside of a linear path. (I can come up with a thousand possible explanations for why something like this happened -- and so can you.) It arises because we like to choose an explanation and with a rational rule.