Things that look magical often stop being magical when you have the right perspective and the right abstractions. The step from a toy example to proving any verifiable statement is just NP-completeness. Which is simple enough that undergraduates are often expected to understand it.

Interactive zero-knowledge proofs are also technically non-interactive. They are defined in terms of the verifier evaluating a transcript of the protocol. If the verifier accepts some causal assumptions about the provenance of the transcript, they will accept the proof. If they disagree with the assumptions, the proof is indistinguishable from random noise they could generate themself. An interactive commitment – challenge – response protocol is one possible causal assumption. A source of randomness could replace the challenges, making the protocol non-interactive. Or there could be a pre-committed secret, making a single-round protocol effectively non-interactive.

These are things a sufficiently interested CS undergraduate can prove and understand. Public-key cryptography, on the other hand, remains magical. There are many things people assume to be true. Which need to be true for public-key cryptography to function. Empirically these things seem to be true, but nobody has been able to prove them. And I don't think anyone really understands them.