There is a gargantuan difference between theorizing and believing. They are two distinct approaches to the problem of not knowing. It's one thing to look at a conundrum, employ some logic and deductive reasoning to come up with a few ideas that might solve it--or at least keep the conversation going until it can be solved. It's wholly another to project an idea onto the unexplained, allowing a plausible assumption to emerge, for the sole purpose of soothing the discomfort of ignorance. The two have one thing in common, which is that neither have actually solved the puzzle--neither have the answer--but their responses to this unsettling fact are diametrically opposed.
You may be thinking that I'm about to slam religion and praise science, but this isn't about that. Plenty of people have written in favor of one or the other, but following the argument is like watching a tennis match with no satisfactory conclusion. My point is that as long as something remains unexplained (or unsatisfactorily explained away), honesty requires that we either keep looking, or at the very least admit that we just don't know. Not that we can't know, or will never know, mind you--that's an unfounded belief--simply that we don't know yet.
Inserting a speculative explanation into a discussion can be helpful if it spurs investigative thinking and experimentation. It becomes unhelpful when that speculative explanation allows some arbitrary conclusion to be drawn, effectively ending the conversation. A theory isn't an answer; it's merely a platform for exploratory thinking--one possible idea that can be tested. It's an open-ended approach that allows for the possibility of eventually knowing. Substituting a belief for knowledge--especially characterizing the very act of this substitution as some sort of virtue--is placing a false answer athwart the path to discovery. The insidious aspect of belief is not that it gives the intellectually lazy a way out (it does, although they would surely find one on their own), but that it ensnares budding seekers with dazzling explanations that delay or even derail their search.
Consider the word "supernatural." What it implies is a hierarchy, with the "natural" world consisting of the environment we live in and all we know about it, and another world about which we know absolutely nothing, but which we assume is above the natural one, with the power to influence our outcomes. If we're genuinely interested in understanding what's going on, we need to keep what we know and what we don't know separate, and not allow the gap between them to be artificially filled in. What exists is natural, even if we lack the means to comprehend certain aspects of it (like how it came to be, or how it works, for example). There is no supernatural, because that implies that for some unknown reason it really shouldn't be possible for it to exist, but it does anyway, mysteriously, magically! Hey, either something exists or it doesn't; whether we're able to grasp the particulars or not is pretty much irrelevant.
I'm not saying existence isn't miraculous--it certainly is--I'm saying that we don't need to cram existence into a belief system in order for it to be miraculous. I know it's scary not to have everything neatly tucked away in cataloged compartments, but to me it's even scarier to have reality locked behind a wall of denial--which is essentially what belief is. Eventually that wall will fail.
Think about where the need for a belief comes from. We are inherently curious. There is in us a profound thirst to know. Like any thirst, it increases if it isn't satisfied, until it becomes intolerable. Not knowing becomes insufferable for us, not because we can never know, but precisely because we can. We've evolved to a point where we have a primal need to understand who we are and why we're here. It's our nature to seek the means to understand--not theoretically, but practically. It's also in our nature to know who we are and to accomplish our purpose in being alive. We have this capability.
If we want to go about our life responsibly--that is, taking responsibility for the gift of existence and using it to its fullest potential--we need to transcend the reliance on beliefs. It will all be over sooner than we think, and only what we know really matters. Belief is a substitute for knowledge, an anesthetic to dull the edge of uncertainty, and a pathetically inadequate one at that. Truth is self-evident; belief needs constant promotion.
All of our thirsts have an evolutionary purpose. They aren't some kind of cruel punishment, rather they are a built-in insurance against failure. We thirst for water because without it we would dry up and die. We thirst for knowledge because without it our consciousness has no place to go, no resting place. Covering that thirst with a belief is like handing someone an empty glass and telling them to drink. They may try, and they may even get good at fooling themselves into thinking it satisfies, but in their heart they know they're still thirsty. The only responsible way to deal with thirst is to find the way to quench it.