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Cognitive Dissonance and the Monty Hall Problem

An article in The New York Times discusses a working paper by economist M. Keith Chen in which he challenges some long-standing results in experimental psychology. Chen applied what is known as the Monty Hall problem to an experimental procedure in psychology and the result is both instructive and counter-intuitive, as Daniel Gilbert a psychologist at Harvard University is quoted as saying. It's a fascinating article and I still have to let it sink in to see if it also applies to other experiments.

But why do many people actually find the solution to the Monty Hall problem counter-intuitive? Craig Fox, professor of management and psychology at U.C.L.A. and Jonathan Levav, professor of marketing at Columbia University, have a theory.