Clearly, if we can explain it, then it's part of the natural world, yes? And if it's part of the natural world, it's clearly natural and not supernatural. So, then supernatural things can be divided, hypothetically, into two categories: those things which CAN be understood, but aren't currently; and those things which CAN'T be understood as part of the natural world and never will be. Some would argue that god is in the second category. If god is not knowable by the natural world, if it is perpetually beyond the natural world, how can we hope to perceive or understand it?
It seems to me like one possible answer would be that there is something of the supernatural about us. (Oh, there goes that anthropocentrism thing again! Human arrogance!) But, see, the argument goes that we have a soul, so there is something of the supernatural in us, and thus, presumably we are able to know god because of it.
However, this strikes me as being a circular argument. If one presumes that we live in a natural world, that our consciousness is a feature of natural functions, of the processes of neurons, then we are all natural (so to speak) and there is nothing of the supernatural about us. Which means, that if there is to be any evidence for god, it much also be part of the natural world... but then god is not exactly supernatural anymore. One can only get to a supernatural god by assuming that there are things that are supernatural in the first place.
Circular arguments aren't really good things to base a whole approach to life on.
The natural world may or may not be all there is, but since that's all we have to go on, I'm happy with assuming that that is all there is, since I have no way of finding out reliable information on anything else. So if there is a supernatural god, it is unknowable. But how is this any different than there being none at all?