Why does a desire for a natural explanation for miracles exist? Sure a star of Bethlehem might have existed, or been some aspect of an obscure system of astrology in the eastern roman empire.

So what? You need another explanation for turning water into wine and other for why Lot's wife transformed into a pillar of salt, and another and another.

Is this a folklore form of zero knowledge proof or does each explanation quell just enough suspicion to keep the narrative from collapsing?

Fun little thought experiment:

Q: Who were the Magi?

A: Short answer --- pagan priests who worshipped a false god.

So where did a bunch of mis-guided pagans get the divine inspiration to prophesize the birth of Jesus?

Or, and follow me for a minute here, what if everything people tell each other without supporting evidence is just nonsense, particularly when it is self-aggrandizing and intended to control others by emotional manipulation?

What, and I'm just blue-skying this here, if we're a random occurrence consisting of locally decreased entropy evolved on a chaotic substrate?

Or maybe, and this is just a what-if, we're just stochastic phenomena telling ridiculous stories to each other in a doomed and nonsensical search for meaning?

I'm not saying that humanity is the stupidest thing that ever existed and called itself sentient, but maybe think about that possibility for just one second before tripping off into mushroom-level miracle stories.