Something that is unexplainable is, by default, supernatural. All things natural can be explained even if we have not yet found an explanation.
Alien visitations and hauntings are the claims this miswording is often applied, usually with the implication that because the person telling the story has no explanation that none exists. The fallacies are plain as day, but the reasons they do this is so they can feel special without having to earn it.
Lazy thinking is the most common problem in our species, we even invented a tool to help correct this. Jumping to the conclusion takes no effort,study, or even practice, it is simply asserting what you want it to be.
I am brought back to the analogy best explaining what a true skeptic is. Walking through a graveyard the lazy thinker will tell themselves "ghosts are not real" or "I hope I don't see a ghost."
While walking through a graveyard the skeptic will think to themselves "if ghosts exist, I hope I can find some empirical evidence to demonstrate this." The difference is not as subtle as it appears, the lazy thinker has already made the assumption one wah or the other, while the skeptic seeks evidence to help demonstrate the positive possibility.
When facing religious people I am often told what I should believe, and yet when I ask for empirical evidence they recite anecdotes or repeat the stories over an over. Like they are stuck in a loop, they decided what they want to accept and cannot allow facts to get in the way.
James Randi, one of the people I look up to as an example of a true skeptic, once told a story about an "out of body experience" that he had. Asleep on a bed, he recalled seeing himself sleeping with the cat on the bed next to him, even details of the bedsheets.
He woke and told someone in the house about it, then he learned the truth based on empirical evidence. The cat had been out all night, and the bed sheets on the bed were not the ones he saw.
The video explains it in full, but the point was that in spite of the fact that he had no explanation at the time, it was explainable. Everything natural is explainable, and we have explanations for most natural phenomena.
The fact of the matter is, science is about finding explanations, not about making assertions.