There are only 2 possibilities.
1) A proposed theory, entity, phenomena etc, has effects in the "natural world". These effects can be seen by people or their instruments. The effects may also be able to be measured and quantified. An example would be an electric field. I can't hold up an electric field and show it to you. Can't carry it around in my back pocket. However, the concept of electric field has measurable, highly regular effects on things in the "natural world" that can be seen. If God , or astrology or global consciousness has such measurable effects then it too becomes a part of the "natural world".
2) A proposed theory, entity, phenomena etc, has NO effects in the "natural world". There is no way to study these theories, entities etc except in the realm of pure thought and logic (a.k.a. philosophy and religion). Science does not study these concepts because its methodology is based on things that can be seen.
So, what they are doing is playing a dirty semantic game. They start with the concept outlined above, that science cannot study things that do not create evidence in the natural world. They label this as "supernatural". Using essentially this definition
http://dictionary.reference.com/search?q=supernaturalsu·per·nat·u·ral
adj.
1. Of or relating to existence outside the natural world.
Then they morph the meaning of "supernatural" in mid-argument!! to mean simply things that people generally don't
currently think are part of the natural world. The new meaning is a closer to the other definitions of supernatural.
2. Attributed to a power that seems to violate or go beyond natural forces.
3. Of or relating to a deity.
4. Of or relating to the immediate exercise of divine power; miraculous.
5. Of or relating to the miraculous.
This, of course, is not the case at all. If scientific evidence exists that show an entity called God exists then the scientists will go where the evidence leads. Currently, there is a lack of evidence (in the natural world) for that so thinking and speculating about such things is confined to philosophy and religion.