I think it is rational to say we have no evidence of such a thing. But I don't think I can know there is no supernatural. I have no knowledge there is not a god. I do have knowledge that there is no evidence for such a thing.
Semantics? Hair splitting? Maybe.
As for Santa Claus we can look at the literary and historical record to show its origins. So that is direct knowledge we have. Also, we know he does not visit our houses on Christmas.
Facts don't lie or have an agenda. Facts are just facts
"God did it" is not an argument. It is an excuse for intellectual laziness.