So, an explorer goes into the desert, gets lost, survives, and claims that he survived only because God told in what direction to walk to find water. If we assume that the probability he would survive if God told him where to find water is 1, then how is this not evidence for the God hypothesis over any other hypothesis? What hypothesis would be better supported by the datum?
The probability of his survival given divine intervention is irrelevant.
While we can assume that the probability of me drawing a royal flush is one given
if I cheated, the fact that I have a royal flush in my hand is not evidence that I
actually cheated.
What if, out of all the explorers that ever got lost in the desert, the only survivors (say there were 10 of them, each independent of each other) each said (independently, and without knowledge of the others) that he only survived because God showed him which direction to walk to find water? What's going on here?
We don't know. That's rather the point.
You won't know until you investigate. Until you do, "we don't know" is not evidence for "it was actually what they say it was". It can be a reason for you to want to investigate, as has already been brought up, but it is not actually evidence of what is going on. It supports the alternative hypothesis "ten independent survivors all had heat-stroke-induced hallucinations of divine intervention" as well as it does "it was actually divine intervention".
And that is entirely without getting into the possibility of surrounding context and evidence. If, say, ten thousand people went into the desert with no water and only ten came out, the fact that those ten all happened to hallucinate similar things in their search for water wouldn't necessarily be all that remarkable. Perhaps there's some cactus juice leaking into the water, or some sort of religious statuary near the oasis. Perhaps most of the surrounding populace is religious and there are stories of dying travelers being saved by angels leading them to water. Maybe there's a college of wizards with a protective illusion of angels around their tower in the middle of the desert. Whatever.
Or maybe they're all just mischievous sorts and like to screw with statisticians by reporting religious experiences that never happened.
We don't know. You don't either. There is no evidence one way or the other (at least, ignoring possible surrounding context, as above).
Of course, you are free to take those ten reports any way you like. If they raise your personal confidence level in the possibility of divine intervention, that's wonderful.
But they don't raise mine, and the fact that they do it for you doesn't make them evidence.