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There have been many more posts arising from Steve Zara's strident proposal on supernatural evidence, including PZ Myers in support and Jerry Coyne against. In a discussion of this on Butterflies and Wheels, Steve said this:
The supernatural isn’t a thing, but a desire...Ophelia Benson pointed out how quotable it was, so here I am! Philosophical naturalists must lean towards this view, of course, but it always seems a little bald when stated so straight-forwardly.
We know that absolutely everything we experience of the world is subjective, but most of us consider that some of these subjective experiences reflect an objective reality. So because our entire perception is a creation of our neuroscience based on our senses, we try to figure out which bits derive from real objects and which bits are just creations of our neuroscience, as a consequence of our evolved biology. In principle, it is easy to understand how these subjective elements evolved. A mutation leads some members of a population to like the taste of sugary things, which provides life-sustaining energy; their behaviour is modified accordingly and they survive better than those members who don't like sugary things. Whilst most agree that sugar is an object, most would agree that there is no object of 'sweetness'. The evolutionary advantage needn't be so obvious, since pre-adaptations can cause changes to our biology too.
More controversially, we are faced with this problem when considering morals, and, as with Steve's quote, the supernatural. There is no evidence to show the supernatural exists, so sceptics can agree that it is reasonable to discount its existence. If one is being cautious, one would agree to examine any more incoming evidence for supernatural traces, ignoring the fact that one cannot know in advance what it would mean to be 'evidence of the supernatural'.
But we have the hypothesis that the supernatural is a figment of the human psyche. And the evidence supports this hypothesis. Nothing supernatural has ever been uncovered, and we have the evidence of thousands of years of human beings adjusting their supernatural ideas according to our understanding of the world - I mean, adjusting them to be beyond our understanding of the world (moderate theists), repeatedly, or simply asserting that their claims are beyond our understanding of the world (fundamentalists).
In the light of this evidence and history, I think any reasonable person should accept that there will never be any evidence for the supernatural. And this is before we allow that Hume on testimony shows that we could never accept any evidence for the miraculous, since our own perceptions are simply testimony.