Wrong. Science says that at our current state of knowledge, if such an event (walking on water) occurred, then the explanation may be supernatural pending further investigation. Science cannot disprove the supernatural; science has nothing to say about the supernatural. Where natural explanations are available they are preferred however.
Walking on water does not appear to have left any physical evidence so the claim cannot be investigated scientifically 2000 years later. Other geological and biological events have left physical evidence and can therefore be investigated hundreds of millions of years later. Astronomical events can be investigated billions of years after they occurred. The evidence resulting from such investigations gives those who interpret certain Holy Writ literally problems. Tough. Reject science if you will, but don't pretend it doesn't exist if it upsets cherished religious preconceptions.
Science has no such explanation for anything.