WHY DO YOU BELIEVE IN THE SUPERNATURAL?
I think many believe in something beyond the observable because it's a convenient way to explain things beyond their ken. They like to overindulge in the need to have everything explainable, and through the sleight of hand of "supernatural" the unexplained gets categorized (which seems like it being explained).
But this is no different than an Objectivist insisting everything is reducible to the analytical realm. Different poison, same results.
The realm of experience often seems to require a non-objectivist context.