It seems to me there are two possibilities.
In one worldview, there exist both physical and spiritual realities. The earth, the planets, subatomic particles, and humans' bodies belong to the physical realm; and God, angels, grace, and humans' consciousness belong to the spiritual realm. Moreover, these two realms affect one another -- things you do in the physical realm can have spiritual consequences, and spiritual realities are supposed to be able to affect the physical realm as well.
For instance, in baptism, pouring water has the supernatural effect of bestowing grace and making it possible for people to enter heaven. Confessing sins has the effect of removing a spiritual, invisible thing called sin. Your physical actions produce conditions called the state of grace and the state of sin, and these determine what happens to you after you die.
But because these things are spiritual, you can't detect them. I can't feel the difference between being in a state of grace and being in a state of sin. I should have the spiritual gift of faith, but I don't notice that it makes it any easier for me to believe anything.
God has total control over both the physical and spiritual world, and yet in the physical world, we find that he doesn't normally intervene. Plenty of things one imagines God would want -- sick people to be healed, natural disasters to be averted, and so forth -- do not happen. Almost everything that happens in the physical world can be explained through physical causes, and it is possible that some things that can't now be explained that way will be able to be explained later, when we know more about the world. But in a few cases, we say that God is intervening directly in the physical world -- miracles -- and in this case, a spiritual reality has physical effects one can detect. We know about spiritual realities because of the physical effects they have. Although we are "hybrid" creatures, both spiritual and physical, we can only detect physical realities with any certainty, because the only way we have to learn about the world is through our senses.
It's kind of mindboggling going through the world and imagining that we only can detect a small percentage of what is -- that unbeknownst to us, we are surrounded by angels, that God's presence is everywhere, that everyone we speak to is in a spiritual state that we can't possibly know.
But if I blink, I can just as easily see the world differently.
I can see a completely natural world, in which everything that exists is part of the physical universe. Those things that we don't have a natural explanation for are simply things we don't yet understand, and further study could figure those out too.
Miracles can be explained away. Perhaps someone was mistaken. Perhaps a spontaneous cure was a long shot, but theoretically possible and someone just got lucky. And perhaps a person's strong belief enabled them to heal themselves -- the placebo effect can be quite powerful. After all, there are some random inexplicable healings that can't be attributed to saints. There are faith healers in a variety of religions who have some success. Perhaps there is a natural explanation we don't yet know.
And as for people's religious impulses, the human mind is one of the most complex and mysterious things out there. It contains religious impulses, altruistic impulses, violent impulses, sexual impulses, and so forth. Religious people choose to call some of these good and some evil -- and it is true that some of them have positive effects and some negative ones. That isn't necessarily proof that following some of these will send you to heaven and following others will send you to hell. The human mind is weird enough that we seem to be capable of convincing ourselves of almost anything. You can write off visions and revelations to the same source.
Here's the thing, though: I don't find this view of the world upsetting, or depressing, or any of the things it's supposed to be. I think the world would still be beautiful. Nature itself is an amazing, complex, beautiful thing, even without the supernatural. True, a universe like this would not care about me in the slightest. This as taken as a reason not to believe in it, but I think that's irrelevant -- we should believe in what's true, and not believe in what is false, even if the false point of view seems more attractive or comforting.
And Catholicism is actually not that comforting. Being a good Catholic, as I mentioned before, is not going to give you wealth or comfort or even happiness in this life. It's not going to guarantee that horrible tragedies won't happen to you. Tragedies happen at roughly an equal rate to believers and non-believers. In fact, as my mother used to say,
The rain it raineth on the just
And also on the unjust fella.
But mostly on the just because
The unjust stole the just's umbrella.
In other words, following a religion may prove disadvantageous in this life, because we have to follow an inconvenient moral code that the non-religious don't have to worry about. The only rewards for following a religion are spiritual ones -- that is, they are undetectable until after you're dead.
It kind of frightens me that there are such weighty consequences for something that's so dang hard to detect in the first place.