Note that Lewis does not claim certainty for the conclusion here, just probability. The conclusion is only a hypothesis that explains the data better than any other; he does not say it proves with certainty that this hypothesis is true.
Yet it does show the practical necessity of taking this desire seriously: “I must keep alive in myself the desire for my true country” (Mere Christianity 105). Like Pascal’s “Wager,” the argument here shows that you are a fool if you turn your back on this strong clue, this strong probability that infinite happiness exists and that you are designed to enjoy it.
In the introduction to The Pilgrim’s Regress, Lewis does two things more clearly than he does anywhere else. First, he defines exactly how this one unquenchable desire differs from all others. Second, he argues from the principle that nature makes nothing in vain to the conclusion that the one who can satisfy this desire must exist.
The experience is one of intense longing. It is distinguished from other longings by two things. In the first place, though the sense of want is acute and even painful, yet the mere wanting is felt to be somehow a delight…. This hunger is better than any other fullness; this poverty better than all other wealth…. In the second place, there is a peculiar mystery about the object of this desire…. Every one of these supposed objects for the desire is inadequate to it. It appears to me therefore that if a man diligently followed this desire, pursuing the false objects until their falsity appeared and then resolutely abandoning them, he must come out at last into the clear knowledge that the human soul was made to enjoy some object that is never fully given―nay, cannot even be imagined as given―in our present mode of subjective and spatiotemporal experience. This desire was, in the soul, as the Siege Perilous in Arthur’s castle―the chair in which only one could sit. And if nature makes nothing in vain, the One who can sit in this chair must exist. (7-8, 10)
Here the conclusion is not called “the most probable explanation” but something which “must exist.” If nature makes nothing in vain, if you admit that premise, then the conclusion necessarily follows. Of course, one who wants to refuse to admit the conclusion at all costs will deny the premise―at the cost of a meaningful universe, a universe in which desires and satisfactions match.
In other words, God can be avoided. All we need do is embrace “vanity of vanities” instead. It is a fool’s bargain, of course: Everything is exchanged for Nothing―a trade even the Boston Red Sox are not fool enough to make.