I think this is one of religion's main draws, psychologically speaking. There's an element of "coolness" that comes into play when Jesus resurrects a dead guy, Muhammad rides a flying camel, or when Crono casts Luminaire. I wonder what the basis is for this human reaction to coolness? Do we secretly desire the power to overcome nature, and receive some vicarious satisfaction from stories of others who have reportedly done so?
Sounds like a million dollar question to me. Now, excuse me while I crawl out on to this limb over here...
I think that we do have some ingrained desire to overcome nature. In a very real sense we actually do have the ability to overcome nature, because we're able to engineer ways to protect ourselves from various undesirable aspects of nature. The presence of our aforementioned ingrained desire makes sense given that actually being able to engineer ourselves out of harmful natural situations is very beneficial to us. It's what's gotten us this far, and I'm convinced it's the only thing that's going to get us through the next century.
But, our desire to overcome nature is in no way limited to the strictly practical or the physical. There's an undeniable element of artistry, sublime imagination, and/or alchemical persuasion inherent in this desire. The instances of "cool" which you listed play on this element of our desire, as do things like elaborate tribal costumes and trance music. They lift our minds out of the mundane world and into loftier, more ideal worlds. As to whether or not we receive satisfaction from these kinds of cool, I think that is obvious. We do. But I don't think that the satisfaction we get from watching Crono cast Luminaire, or watching Samus hyperbeam the mother brain to a dusty grave, or reading about Magil erupting a foe's head into a ball of flame is merely vicarious. We connect with our mythological heroes on a very deep level. We fancy their struggle as our own, and we're empowered by their victory. If their story is particularly arduous or confounded, we try to relate, to understand. Essentially, like a house on stilts can keep one out of the mire of a swamp, a good story can keep us out of the mire of the day to day toil. Sometimes it can remind us of a higher purpose.
That's a bit of a simplified version of the importance of religious or mythological "cool", but you get the idea. These kinds of sublime/artistic/alchemical pursuits are as deeply woven into humanity as our feats of engineering. Perhaps, simply, because they helped us to carry on. Perhaps there's something more to it. As feats of engineering reveal deep and far aspects of our cosmos, these feats of artistry reveal the deepest aspects of ourselves. People speculate that scientists may one day find god, or a god. Creativity and imagination have already yielded humanity a multitude of gods, and in a sense that is perhaps more real to me than others, these are our gods; these representations of the greatest goods, evils, and the deepest hopes and fears of humanity. We've already established their influence on us; it was given in Faust's question. How much progress can this kind of influence yield? Well, with science we do not progress by taking shots in the dark, rather we progress when we approach science with the aim of progressing. I think we have to understand our gods or mythologies in the same light, approaching them with the aim of progress in the forefront, and then we stand to gain a great deal of self-knowledge and/or understanding of our fascinating and tumultuous species.