Actually, since it's their religion, what they think of it matters more than what you think of it. If they understand what the concept of supernatural means, and they say that their religion contains nothing supernatural, then it doesn't.
Your arrogance is astounding. It's like I'm telling you my favorite color is green, and you're telling me it doesn't matter that I say my favorite color is green, because it's actually yellow.
What I was saying is that they shouldn't try to justify their religion based on a word they redefined.