There are MANY, many things that cannot be scientifically explained -- theorized, yes; explained, no.
True. However, the vast majority of what we all used to assume was supernatural contact, and in more recent years, extraterrestial contact, can be explained very easily by scientific study of the mind.
Think about MPD: "The development of "alter egos" can become extensive enough so that it is not uncommon to witness alters which display differences in gender, age, religion, handedness, handwriting, voice and even cerebral blood flow and brain electrical activity..."
If that can happen, then you and I can see a ghost, especially when we are in a classic, "spooky" situation. We can certainly feel a "presence" in our bedroom that terrifies us. The one woman I know who has actually "seen" Jesus, also saw colors coming out of a Jazz singers mouth once and a few other hallucinagenic visions as well. Somehow, she does not mention the two events as having a connection. Btw, generally speaking, I consider her one of the more well adjusted people I know.
Some things, such as slayer & V's experiences, are not so easily explained. But when 99% of all the demon & angel & virgin mary & ufo & etc etc. contact throughout history, has turned out to be bunk, I tend to look at the few (very few) experiences that are more difficult to explain, with a very critical eye. Doesn't mean I think I know what is going on, just that the weight of past unexplainable things leads me to think that these things to have a very natural, perhaps even mundane, explanation.