@freemo Yes that's almost the definition of a supernatural phenomenon. Those things for which evidence exists, but which will not perform under controlled conditions in the lab.
UFOs are in that category too. It's clear now that every high-tech sensor built in the 20th and 21st century detected a variety of anomalies, but nobody can get to the bottom of it.
I think the "big secret" is that spook world has studied the hell out of this stuff, got nowhere, and they are afraid of it.