Science is not funded to examine religion, at least not much in my experience, no profit in it.
So we assume it is all hocus-pocus, a figment of some vivid imaginations. Thus supernatural beings just can’t actually be possible, not even with the science we have now, but who knows what science we might have tomorrow if the constraints of always requiring profit from the outcome are removed.
I find it interesting that so many religions exist, not just one.
Yet they all seem interested in the same thing, to give us some advice, even if some of the details conflict from one to the next.
If we now created an early species of life ourselves, knowing full well it would evolve its intelligence to a much higher level, way in the future, how would we express the advice in a form which would be correctly interpreted, way in the future, when the advice would actually be needed?
We would speak in riddles, I believe. Hence why we shouldn’t try read religions too literally, holding them to the letter.
The only rules we program into Ai algorithms now is thou shalt make profit.
And look where it has got us.