This problem is called the argument from ignorance (“it must be true because it has not been proven false”) or sometimes the argument from personal incredulity (“because I cannot imagine a natural explanation, there cannot be one”). Such fallacious reasoning comes up so often in my encounters with believers that I conclude it must be a product of a brain unsatisfied with doubt; as nature abhors a vacuum, so, too, does the brain abhor no explanation. It therefore fills in one, no matter how unlikely. Thus do normal anomalies become paranormal, natural phenomena become supernatural, unidentified flying objects become extraterrestrial spacecraft and chance events become conspiracies.