One of the origins of our question is the two-fold use of the propositional function “I think X”. We say “I think that so-and-so will happen” or “that so-and-so is the case”, and also “I think just the same thing as he”; and we say “I expect
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him”, and also “I expect that he will come”. Compare “I expect him” and “I shoot him”. We can't shoot him if he isn't there. This is how the question arises: “How can we expect something that is not the case?”, “How can we expect a fact which does not exist?”