Actually, this is a fascinating subject, and I think it has to do with the fear of the unknown that most people actually lean on religion to help them with. For those people, religion is probably necessarily supernatural to allow it to give moral prescriptions and provide explanations that the logical mind fails to provide for itself. The low stakes and "reality" of the miracles Jesus was described as performing hit a satisfying middle ground for this type of person, bleeding from reality into the fantastical to create just enough plausibility that the logical brain accepts the unknown as something that can be understood and possibly even used if you just follow the right lessons. For those same people, it is understandable that trying to impart religious morals and teachings without the supernatural aspects is arrogance because it suggests that anyone with logical thinking is capable of overcoming the fear of the unknown and understanding divinity, something that to them is seemingly impossible without instruction coming from an order higher than Man.