That's simply false. Unexplained refers to something that at any particular time, we lack the observational data to explain properly...eg:There was a time when we lacked the knowledge to explain the forces controlling the Sun, or even the fact that the Sun is simply another star.
Dictionary:
not described or made clear; unknown."the reason for her summons was as yet unexplained"
not accounted for or attributable to an identified cause."cot death is still an unexplained phenomenon"
Supernatural is defined as https://www.merriam-webster.com/dictionary/supernatural
1: of or relating to an order of existence beyond the visible observable universe especially : of or relating to God or a god, demigod, spirit, or devil
2a: departing from what is usual or normal especially so as to appear to transcend the laws of nature
b: attributed to an invisible agent (such as a ghost or spirit)
https://en.wikipedia.org/wiki/Supernatural The supernatural encompasses supposed phenomena or entities that are not subject to the laws of nature.[1] This term is attributed to non-physical entities, such as angels, demons, gods, and spirits. It also includes claimed abilities embodied in or provided by such beings, including magic, telekinesis, levitation, precognition, and extrasensory perception. extract: The supernatural is featured in folklore and religious contexts,[4] but can also feature as an explanation in more secular contexts, as in the cases of superstitions or belief in the paranormal.
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So in essence something "unexplained" may still be capable of being defined as scientific and by the laws of physics, whereas something that we define as "supernatural" is simply an unscientific application of myth and scientific ignorance.
Examples: Some reported sightings that are generally referred to as UFO's/UAP's, are unexplained events...nothing more, nothing less. We have evidence of "something" that lacks the evidence to specify what it is or isn't.
Supernatural on the other hand [as quoted from the WIKI link] "The philosophy of naturalism contends that all phenomena are scientifically explicable and nothing exists beyond the natural world, and as such approaches supernatural claims with skepticism".