Philosophical Reasons
Many scientist hold to a philosophy known as Naturalism. Naturalism says that only 'natural' things, or things that are a part of nature, or real. They say that reality only consists of things that are controlled by and obey the laws of nature. If there is anything outside of nature, they maintain that it cannot act on nature or interfere with the laws of nature. They see the goal of science as being the discovery of these laws. I am not going to enter into a critique of Naturalism here, except to point out that part of the reason many scientists cannot stomach the idea of the supernatural existing has nothing to do with what they have observed in their lab and much to do with what they believe.
When doing scientific study, it is essential to approach your data under the assumption that these laws of nature exist. If they did not exist there would be not point in searching for them, but the assumption that they exist does not lead to the conclusion that they cannot be broken. In fact, supernaturalism also requires that these laws exist, since a law of nature cannot be 'broken' unless it is first understood to exist.
However, many scientists will not believe that it is possible for these laws to be affected by sources outside of nature (like God or angels) since they claim that we destroy the reason for science in the first place. If we are looking for the laws that rule nature, we need to assume that they are there and we need to assume that they cannot be changed or broken on the whim of a supernatural being, otherwise what is the point of looking for them? Many scientists feel it is necessary to exclude the supernatural from the equation since they feel that including it would destroy the basis of science.
I would like to turn that thought on its head. The reason a supernaturalist looks for laws of nature to exist is that he believes those laws were put in place and designed by a Lawgiver. He assumes they exist and so goes looking for them. The fact that they can occasionally be 'interfered' with does not matter, because the normal course of things is that the Lawgiver will work through his laws. For the supernaturalist, there is no reason to look for laws (except for the pragmatic reason that 'they work') unless there is a Lawgiver who put those laws in place. Thus, I think that a supernaturalist has a much stronger motivation for seeking out the laws of nature since he assumes that a Lawgiver will make laws whereas there is no logical reason for assuming that 'nature' will create laws. Of course, the supernaturalist scientist has to guard against laziness (i.e. too quickly attributing something to the supernatural without seeking out natural causes), but then again a naturalist scientist has his own dangers to watch out for in the form of excluding possible explanations for a phenomenon, simply because they don't fit into his conception of natural events.
Historical Reasons
Historically the Catholic church in the middle ages (and even into the more modern era in places like Spain and Portugal) had discouraged any deviation from official church teachings, which included matters of science. This led to conflict between the church and some of the scientists of that age and this historical conflict is still alive in the memories of some scientists. Since the church often used either its authority or else supernatural explanations as a way of dismissing what scientists were saying, many of those in science have a deep suspicion of the church and its teachings on supernaturalism.
Of course, this is to forget that the vast majority of the great scientists that laid the foundations of modern science and opened up these doors for us, were supernaturalists themselves. Great men like Kepler, Newton, Pascal, and many others, firmly believed in the supernatural and were part of the church. Obviously these two things can be used to hinder science, but just as obviously they do not necessarily need to do so.
Religious Reasons
We don't like to admit that there might be something beyond our understanding and compression out there, especially if this Being says that he is in control of us. We like to be in control. We like to think that we can figure everything out eventually. We like to think that this world can be fit into our little minds. The conception of a supernatural being grates on our pride and self-reliance and is a little bit scary. People get angry if you suggest that there is a God out there that holds them accountable for their actions, because we want to be in control and we want to have the power and we to be able to 'do what we want'. The fact that even our scientific endeavors might be subject to the will of a greater being is more than many scientists can stomach.
There isn't much to be said on this point aside from pointing out the obvious contradiction between the representation of science as a system based only on cold hard facts, and the fact that there is so often such a powerful emotional and antagonistic response by scientists to the idea of a power greater than themselves. In the end we have to make a choice. Do we choose to only believe what we can observe with our senses and deny the possibility of anything greater than nature existing, or are we willing to explore the idea even if it means putting ourselves in position of humility and being under the control of God?
