a religion would be to life with motivation and solace in the
name of god or religion, something rarely or even never seen.for
the supernatural, it seems the point is the same too.
there are skeptics to the supernatural, being in favour of science
or psychological factors, yet there are atheists, who void the
existence of god.
definitely it may see like the supernatural would be in a state of
mind, but we put religion as a state of mind too in this case
because of the close reference.
it seems some people have been cashing in on both by linking
religion with supernatural and giving both a bad name. however, we
have to admit that the supernatural is still a grey area which has
not been much explored.