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I think Russell wouldn't *necessarily* disagree with you about the important role of myths in philosophy, his quote is against the "compulsory acceptance of such myths" rather than saying myths are inherently bad even when it's considered acceptable for philosophers to think critically about them.

On nineteenth century assumptions about the natural course of progress, Russell does criticize strongly deterministic notions of the inevitability of progress in the section on Marx in A History of Western Philosophy, where he writes:

"There goes with this limitation to terrestrial affairs a readiness to believe in progress as a universal law. This readiness characterized the nineteenth century, and existed in Marx as much as in his contemporaries. It is only because of the belief in the inevitability of progress that Marx thought it possible to dispense with ethical considerations. If Socialism was coming, it must be an improvement. He would have readily admitted that it would not seem to be an improvement to landowners or capitalists, but that only showed that they were out of harmony with the dialectic movement of the time. Marx professed himself an atheist, but retained a cosmic optimism which only theism could justify."

On less deterministic notions of historical stages, I wonder if Russell ever commented about broad "historical materialist" ideas that aren't specifically Marxist--the general idea that changes in technology and scientific ideas are likely to lead to certain characteristic changes in broad aspects of social organization and ideology. Is it plausible to imagine an alternate history where all the technology associated with the 19th century industrial revolution is developed but with no corresponding change in economic and political structure, and where all the scientific ideas supportive of "materialism" including Darwinian theory are developed but there is no significant change in acceptance of religious claims purported to be divine revelation? Technological and scientific developments seem like a good candidate for ideas where there is a strong element of "convergent evolution", so that similar developments would likely occur in alternate histories if we were to "replay the tape" as in Stephen Jay Gould's thought-experiment about biological evolution in his book Wonderful Life.

Rereading the Marx section of A History of Western Philosophy, I also noticed a paragraph on two different notions of philosophy, one of which is based less on science and logic and more on "questions of passionate interest"--he sees the need for this second kind of philosophy as well, and so perhaps he would be more accepting of some role for "myth" in this area, at least if it included toleration for "opposing the official religion" with alternate religious-like ideas:

"What is conventionally called 'philosophy' consists of two very different elements. On the one hand, there are questions which are scientific or logical; these are amenable to methods as to which there is general agreement. On the other hand, there are questions of passionate interest to large numbers of people, as to which there is no solid evidence either way. Among the latter are practical questions as to which it is impossible to remain aloof. When there is a war, I must support my own country or come into painful conflict both with friends and with the authorities. At many times there has been no middle course between supporting and opposing the official religion. For one reason or another, we all find it impossible to maintain an attitude of sceptical detachment on many issues as to which pure reason is silent. A 'philosophy', in a very usual sense of the word, is an organic whole of such extra-rational decisions."

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