Dr. Shermer took some consideration of where the supernatural belonged.
Namely, the supernatural, at best, is an aspect of the natural not fully explained by science. That is the nature of the natural, it is explainable...eventually. It just takes times, research, analysis, and effort to determine why things work and are the way they are.
It has been a constant activity of humanity. The godly thunderbolt became the explainable roar of thunder and lightening discharge. The rumbling and fumes of the underworld coming from along the Italian coast became the thermal/magmatic pressure far better understood in this day.
For the most part people accept this. Except for the occasional denial of vaccinations, HIV, or general medicine, among the various aspects of life that get mocked.
But derived from this are the lot that like to become so pissed over not allowing and admitting to magic, from the hidden dragons, the power of constellations, or a sky being you can whisper to and get a response. The miraculous, many people demand it to be so.
People call it arrogant to not embrace the idea that some ideas and realms are beyond science. They act as if such claims and demands have not persisted for generations, and been tackled and resolved under the sciences. So to expect science to capitulate for the sake of potential sore feelings is ludicrous.
It is the point of being and atheist or a skeptic. To not just take things as being, until it is reasonably supported. UFO's could visit us, but fuzzy photos and suspect memories do not cut it. Bigfoots could be real, or ghosts, but the evidence for them is not enough to support a flourish of research, instead being tide over by faith, by hope, and by disregard for the direction of evidence. When the evidence shifts towards the positive, good. But it will be a path to a new understanding of the natural world. And I would welcome a new depth to nature.