How do you know? Are you certain that's the only way gold forms? Granted, I don't expect to find gold forming from any natural process on earth, because I would expect some form of radioactive emission from the fusion required, assuming fusion is required. But our understanding of the universe is far form complete. We're just now developing potential unifying theories like string theories, much less testing them and understanding what multiple dimensions could mean. Particle physics has a long way to go yet.
Are you so certain that supernova's are the only way that gold forms?