The basic choice in ontology is between naturalism and supernaturalism. Naturalism broadly construed simply holds that all there is is part of one reality, namely the world of which we are a part, and which we call nature; hence naturalism. Supernaturalism holds that there are realities apart from nature. The choice between these alternatives devolves upon the principles of parsimony and causality...
"Then the one called Raltariki is really a demon?" asked Tak.
"Yes - and no," said Yama. "If by 'demon' you mean a malefic, supernatural creature, possessed of great powers, life span and the ability to temporarily assume virtually any shape - then the answer is no. This is the generally accepted definition, but it is untrue in one respect."
"Oh? And what may that be?"
"It is not a supernatural creature."
"But it is all those other things?"
"Then I fail to see what difference it makes whether it be supernatural or not - so long as it is malefic, possesses great powers and life span and has the ability to change its shape at will."
"Ah, but it makes a great deal of difference, you see. It is the difference between the unknown and the unknowable, between science and fantasy - it is a matter of essence."
Roger Zelazny, Lord of Light. Avon Books 1967, pp. 30-31.