If "magic" was real -- I mean ghosts, tarot, horoscopes, remote viewing, moving objects by mind-force, spiritualism, etc -- don't you think we'd be locked in a supernatural arms race with the Russians, Chinese, Iranians, or whomever.
Read some of the "Laundry" books by Charles Stross >
https://en.wikipedia.org/wiki/The_Laundry_Files#The_Atrocity_Archivesfor an enjoyable (but gradually darkening) take on what such a world would be like.
Yes, there have been studies by the military. Even far-out possibilities are sometimes worth investigating. But none have ever panned out.
If something _does_ work, it's no longer "magic". We call it "science" or "engineering". Ben Franklin pretty well put the kibosh on the idea that Zeus (or any other god) was enforcing his will with thunderbolts..
