In a tradition of Socrates, we offer a self-criticism of Rare Axiom hypothesis and we convince the reader that yes, this hypothesis has some merit and no, it cannot be the full answer. There are so many missing pieces. We also introduce a tale Down the Rabbit Hole, which can be read independently, but more importantly, it offers a glimpse of the fourth deep idea of the book: Mathematics is incredibly interconnected! For whatever reasons, almost any two mathematical ideas, regardless if they come from unrelated fields, can be linked to each other. This is a well-known and accepted fact among professional mathematicians. Yet, nobody has an explanation for it.