It’s a reasonable question. On one hand, we’re told that science doesn’t concern itself with the supernatural, on the other, how science has revealed that a lot of what was once thought supernatural had physical explanations.
How could science do that without exploring the supernatural?
There’s still an awful lot of inexplicable things out there that occur; things that seem to violate the natural laws that have been observed. So do we ignore that or not? If we ignore that which we can’t explain simply because it’s been labeled supernatural, we lose the opportunity to learn something new.