It was conjectured for quite a long time that all simple $D$-modules are holonomic (see comments on Is simple non-holonomic D-module a local concept?Is simple non-holonomic D-module a local concept? for example) until Stafford gave counterexamples. I have been told that after this was proved, people decided that there had been no particular reason to believe it in the first place, other than that "holonomic" meant having the smallest possible dimension in some sense, and "simple" things ought to be small.