Should reductions make us more or less optimistic for the tractability of a problem? It seems to me that most complexity theorists generally believe the following philosophical rule:


  If we can't figure out an efficient algorithm for problem $A$, and we can reduce problem $A$ to problem $B$, then there probably isn't an efficient algorithm for problem $B$, either.


This is why, for example, when a new problem is proved NP-Complete we simply file it away as "too hard" rather than getting excited about a new approach (problem $B$) that might finally show $P = NP$.

I was discussing this with a fellow grad student in another scientific field.  She found this idea hugely counterintuitive.  Her analogy:


  You're an explorer, searching for a bridge between the North American and Asian continents.  For many months you have tried and failed to find a land bridge from the mainland United States area to Asia.  Then you discover that the mainland US is connected by land to the Alaskan area.  You realize that a land bridge from Alaska to Asia would imply a land bridge from the mainland US to Asia, which you're pretty sure doesn't exist.  So you don't waste time exploring near Alaska; you just go home.


Our previous philosophical rule sounds pretty silly in this context.  I couldn't think of a good rebuttal!  So I'm turning it over to you guys: Why should we treat a reduction $A \to B$ as making problem $B$ harder rather than making problem $A$ easier?
What is missing from the analogy is some notion of the relative distances involved.  Let's replace Alaska in our analogy with the moon:

You're an explorer, searching for a bridge between the North American and Asian continents. For many months you have tried and failed to find a land bridge from the mainland United States area to Asia. Then you discover that the mainland US is connected by land to the moon.  You are already confident that the moon is a vast distance away from Asia, so you can now be confident that North America is also a vast distance away from Asia by the triangle inequality.