Because 'self' and the 'world' that it knows are not two distinct things.
"Supernatural" is believing that the self is something other than the universe.
If they are not the same, we would be able to do away with all the words that distinguish one from the other.
But the distinction is very marked, that is why people study 'psychology' and 'physics'. Yes, at the ultimate
level, there is likely a unitary 'stuff' that renders those (and all other differences) superficial. But what is this
'stuff' then? Some might answer that it is the mind that is a superficial feature of matter, others have matter
a construct of God's imagination. You might like to propose a third option, but you have not actually described
how this trinity of concepts construct the universe, and what this unitary 'stuff' actually is. Whichever words
you use to describe it, will certainly fall one side or other of the watersheds formed by natural language.