More precisely, the scientific method is not concerned with determining whether or not something is “natural”. To my mind, “methodological naturalism” is best understood as the assumption that everything we observe and measure operates according to fundamental laws and principles that are never violated. So if we observe something that violates what we thought was an inviolable law, it means we must abandon or change our understanding of that law. We don’t have the option of saying “Oh, something supernatural did that, so it doesn’t count.”
This does not mean that the existence of the supernatural is ruled our or discounted. It just has to be accommodated within the methodology described above, if it exists.