Let's take a few steps back from the theological debate. For just a moment, we'll ignore the questions like whether Christianity is true and even whether God exists. Instead, let's focus on an even more fundamental issue: Is there such a thing as a supernatural or spiritual realm?
Amazingly, even people who aren't particularly religious sometimes believe in ghosts, demons, souls, magic and psychic phenomena. They may casually mention that they went to a séance or used a Ouija board. They take the spiritual for granted, as though it's as mundane and natural as a trip to the grocery store. This puzzles me. They don't seem to realize that to say that the spiritual exists is to make an earth-shatteringly extraordinary claim: that there is a separate, parallel reality that overlays and interacts with the physical world.
The supernatural is inconsistent with our background knowledge. Even most of its supporters concede that spirits don't appear very often—and when we do get reports of weird phenomena, they never quite manage to show up again upon closer investigation. In addition, all of the entities in everyday life are composed of particles and obey the fundamental laws of the universe—yet even here the supernatural stands defiant. The supernatural is also unparsimonious: it violates Occam's razor by proposing elaborate explanations where simpler ones would suffice. For example, given what we already know, it's far easier to explain the movement of a Ouija board marker as a result of the ideomotor effect than as a spirit taking control of someone's body.
If the unparalleled boldness of supernatural claims still isn't clear, imagine what would happen if science were to conclusively detect the existence of ghosts or demons. It would be the single greatest discovery in all of human history. It would be the lead story of every news outlet on earth for months. There would be a flurry of research to create better methods to detect and study them. Entire fields of study and billions in research dollars would be dedicated to gaining knowledge of something that's fundamentally opposed to our understanding of how the world works.
So we've established that supernaturalism makes an extraordinary claim. Where, then, is its extraordinary evidence?
There is none.
Out of everything we've ever subjected to scientific scrutiny, nothing has conclusively evaded a purely natural explanation. Lightning, spoon bending, epilepsy, fairy photos, rainbows, the diversity of life on earth—the list goes on. And if something has yet to be explained naturalistically, that most certainly does not imply that the supernatural explanation is correct. Given that over the past several thousand years we've been steadily finding ordinary explanations for seemingly extraordinary phenomena, we have every reason to expect this trend to continue. To paraphrase Richard Carrier, would you rather bet on the horse that's won a million races, or on the horse that's never won at all?