Once upon a time YHWH used to walk about in gardens and sitting in tents chatting to people. Spirits were manifest in forests, ghosts in old houses etc etc. They were part of our world just as much as houses and forests and tents.
Then we started developing methods of understanding the world better, philosophical ideas and physical methodology. At first YHWH retreated into the clouds, Zeus to a mountain, spirits became shapeshifters and too fast for the eye and ghosts could disapear and walk through walls.
As methodology became more advanced, as philosophy became more sceptical and as these started to produce some real advances, they moved to parallel dimensions and alternative realms - only interacting with our own where necessary. Science, conceded the believers, was very good at uncovering the secrets of the natural world...but when it comes to the erm...the erm...the super-natural world science is out of its depth. We have to use other methods such as relying tradition, revelation, intuition, to gleam information about the supernatural world.
So yeah, the supernatural is a defense mechanism against the unrelenting march of science.
Or maybe - it's a real realm that we cannot detect that chooses to reveal itself to a chosen few.
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