Yes. Zeus throwing down lightning from the Olymp used to be a thing.
I should probably explain that a bit more.
In ancient Greece, lightning wasn't "unexplained". The explanation was that the gods caused this.
"
natural" means that something occurs by itself, without human intervention.
"
artificial" means human intent has a hand in it.
If you hear something funny that makes you laugh, it's a
natural reaction. If your boss cracks a "joke", your laugh may be
artificial. Food that grew by itself is "
natural", food ingredients created by humans in a chemical factory are
artificial.
Now if we have an explanation that involves intent, but no humans, it's neither
natural nor
artificial, but
supernatural: gods, aliens or ghosts causing stuff to happen is
supernatural.
A similar division is between the physical world and the spiritual word: thoughts are not things. The physical world is sometimes called the "
natural world". Phenomena that go beyond the physical world are then
supernatural, and that would include ghosts, gods, and psychic powers, but
not extraterrestrials, unless these ETs used psychic powers to travel here and hide themselves.
I think that's where we can connect to the
"what evidence" thread: evidence of aliens is not acceptable if it requires us to believe the aliens have supernatural powers; and "breaks the known laws of physics" is just code for that.
I have great confidence in the laws of physics. I couldn't rate any witness report as "90% certain" that involves violating a physical law.
@johne1618 's bayesian argument fails on this, and arguments of the type "this fuzzy blob of pixels does impossible stuff and therefore is extraterrestrial" are destined to fail from the start.