I dunno.
I thought hard about this kinda stuff, and really, I don't know if this is understanding the world more or just my old age of almost 42, but have any of you really sat in a quiet room and picture something for a moment: We are all existing on a ball of rock that is (for the lack of a better word) floating in space. Whatever "space" is, that is so wide open and full of so much empty space that in the next few million years when Andromeda and Milky Way galaxy collide with one another, it's extremely likely that nothing will actually hit each other and simply pass through each other. The intense vastness, that our sun is one of... trillions and trillions of stars. And all of this is floating in something that goes on for eternity. Oh sure, our observable universe is 15 billion light years, but what does this even mean? If you are located at the point 15 billion light years away from us *right now* can you see 15 billion light years further than we can observe? How does this work? Is space truly infinite? And if so, how did this come to be?
I think as humans we take these things that we simply cannot wrap our head around and attempt to give explanations around it (re: God). Think about it for a bit, seriously. Just take space as an example -- how could that not be a supernatural force? Not saying aliens, but I'm saying the creator of space, or even the events of how it came to be (big bang or otherwise). What decided space to be here. What was occupying the spot you're at 500 trillion years ago? Was there anything? Did it exist? Where did it come from? Oh yes, space "expands" but in order for it to expand, there has to be area for it to expand into.
So I think people explain things off to Gods, Aliens, or general super natural forces because of the inability to comprehend facts around you. If your eyes play a legit trick on you and you saw something supernatural with your own eyes, you'll likely never be able to convince another -- but you observed it. You saw it. It's real to you.