Given that 'supernatural' specifically means an event outside of the rules of nature, saying outright that such things don't exist does not seem like an unreasonable stance. Not just because we haven't experienced such things, but because they go against what we know about the world and the universe. If you hear funny noises, or things go missing, or writing appears on a steamed up window, or there are cold spots in a room... there are of course rational explanations to all of these, so to automatically bypass them and say that it is supernatural, that just seems odd to me.