In my opinion, I think the reason is be because they have somewhat-psychic powers. For example, Mesprit taught humans emotions, Azelf taught humans determination, and Uxie taught humans knowledge. Proof of this being the case is that Kadabra and Alakazam are EXTREMELY smart, and they are a psychic type. Also, Metagross was really smart too. And, Mew is a psychic-type and has all the Pokémon genes. Mewtwo is genetically modified and super strong, Bronzong can control rain, Abra can teleport, Cresselia can cause good dreams, Beheyem can control minds, Bruxish literally releases psychic power, Beldum and Metang control themselves with Magnetic Force, Slowbro can forget anything, Gardevoir can predict the future and cause a black hole, and the list goes on and on. You see where I'm going with this? Now don't get me wrong, this isn't always the case, but this is only a guess!