Parapsychology is pseudoscience. Just because science cannot explain something yet does not mean it has to have supernatural origin. Anyway, majority of parapsychology is utter nonsense without any evidence. Extraordinary claims require extraordinary evidence. The burden of proof rests on the person claiming extraordinary. They need to prove it exists, not other way around - ask others to prove that it does not.
Millions of people for hundreds of years also believed that Earth is in the centre of universe or flat disc. It did not make it so.