I freely admit to not being familiar with M. Zola and his experience at Lourdes. Was the alleged "miracle" that he was presented with was documented to the point that fraud could be eliminated?
In any case, when supernatural claims are investigated today with sufficient rigor to eliminate cheating, they evaporate like a puddle of water on a hot day. It's notable that out of the hundreds of people who've tried to demonstrate magical & psychic powers in hopes of claiming Randi's million dollar prize, not one has succeeded in demonstrating any paranormal abilities.
Might there be something to all this supernatural wackiness? I suppose so...maybe out there someone really can levitate, read minds, or magically heal through faith. Maybe there really are aliens in UFOs, Bigfoot, angels, and the Loch Ness Monster. But extraordinary claims require extraordinary evidence. Until someone can actually produce verifiable evidence that holds up under scientific scrutiny, it's perfectly reasonable to have the default position that these sorts of things are so much bunk.
In the Christian experience, the supernatural proper has nothing to do with “spiritual” ormparanormal phenomenoa, such as gained wide interest among agnostics after they lost faith in Christinaity and Judaism. The particular event at Lourdes, like all other miracules events was ,in a way, just as natural as any other healing. In one x-ray, in fact a succession of x-rays, the man lackesd several inches of leg-bone. Then he didn’t. As I rember the description, there was even appearance of a healing, as if the bone had been broken and then healed. Apparently Zola simply just didn’t think they were telling him the truth. Not trusting the wirnesses, and in the firm conviction that such things could not happen, he simply disbelieved. As to your “rigorous investigation,” How does one investigate a singular event? Padre Pio is associated with reports of bilocation. How does one investigate such reports. or even a ‘natural:” event that can not be replicated? Generally, the evidence has to be taken on trust. Sort of like trusting a witnesses description of a face.