I'm extremely surprised and confused. Is there an explanation for how these probabilities [P(Supernatural), P(God), P(Religion)] are so high?

Our universe came from somewhere. Can you be 100% sure that no intelligence was involved? If there was an intelligence involved, it would probably qualify as supernatural and god, even if it was something technically mundane (such as the author of the simulation we call reality, or an intelligent race that created our universe or tweaked the result, possibly as an attempt to escape the heat death of their universe). Eg if you ask our community, "What are the odds that in the next million years humans be able to create whole world simulations?" I suspect they'll answer "very high".

For extra fun, you can wonder if the total number of simulated humans is expected to outnumber the total number of real humans.