In The Matrix and Harry Potter, as well as many other stories, there is the chosen one.
We are all the chosen one, in our own world. I am the only one who can save me, and that’s how it is for each of us.
That may be why the story of the chosen one resonates. Along with other, more peripheral, reasons (confusion, mostly).
Note: Some beliefs to look at: I need to be saved. I need someone to save me. He/she needs to be saved.