If you don't understand it, how do you know it's natural?

Not saying it has to be supernatural, just that if you think it's not yet understood, being sure it's not supernatural seems like unfounded confidence.

That question is a pandora's box that can't be given the nuance it deserves in an HN comment so I'll leave you with the Plato encyclopedia entry on naturalism [1] which was a philosophical debate which wrestled with this very topic in the first half of the 20th century. The vast majority of scientists and philosophers default to the definition from physicalism [2]

[1] https://plato.stanford.edu/entries/naturalism/

[2] https://plato.stanford.edu/entries/physicalism/

I think you've got it backwards. The default assumption is that only the natural world exists. If something is not understood, the assumption should be that it has natural causes. A supernatural cause would imply the existence of something outside of natural causes, and to assert that that something exists without being able to demonstrate it is where the unfounded confidence lies.

My point is not that the default assumption should be either the supernatural or the natural, but that perhaps actual agnosticism is the humble stance.