Many natural phenomena which we now understand -- because of science -- were previously believed by various religions to be supernatural: Lightning, storms, tides, disease, gravity, the motions of the planets, etc. This is true also of evolution.
I don't know what you mean by "natural, yet unfathomable". It is true that there are many things not yet understood (and the list in the prior paragraph has many things not yet fully understood); but that doesn't mean that such things are incomprehensible. If someone were to claim that a natural phenomenon is, by its very nature, incomprehensible, he would be obliged to prove this.
Which, of course, could not be done, as it would be unfathomable.
I must fall back on the "Flatland" example. Because a three dimensional object would not be observable to a flatlander, he could never prove its' existence, although it is natural.
Consequently, were there another dimension beyond the three that WE can observe, we would be unable to observe it, and the true nature of the universe would then be forever hidden from our five mortal senses.
In fact, this would go a long way toward explaining such perplexing problems as the true nature of photons, and how they travel at the speed of light.
Pity is, we will never know whether all that we think we learn is real or a "theory."
I certainly agree with the above. Let us not forget that many natural phenomena have been grossly misunderstood because of bad science. ---Phlogiston, spontaneous generation, even a geocentric universe, blood letting, infinite universe just to name a few. In fact the foolishness of much science can be compared to the foolishness of superstitions. I imagine 100 years from now scientists will scoff at our science as ridiculous theories attempting "to save the phenomenom"