I identify most with Christianity, as it was taught by the Christ (Matthew 5:1 to 7:28), followed by a form of "Zen Judaism" (If the self is an illusion, then whose arthritis is this?). Sadly, being only human, I have stopped trying to be the perfect Christian. Because, if I didn't, many of the "real" Christians I've met would try to nail me to a cross.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.