Only because you don't accept that there is anything other than the natural.
That would be because there seems to be no method to substantiate that there are non-natural things in reality as opposed to imagination, so you need to demostrate your method of apprehending non-natural phenomena.
Actually, we do have a good idea of what was circulating - Paul refers to it in material dating only a decade or so after Jesus' death and resurrection.
A decade or so is a notable interval between the anecdotal claim being made and it being recorded - enough time for human fallibility to influence matters. Even so, this doesn't address the other problem here, which involves the risk that the source anecdotes may have involved mistakes or lies. If so, and even if any original mistakes or lies we're accurately re-told over intervening years they would still be mistakes and lies - so how have you excluded these risks?
As I pointed out above, you only see the world in physical terms. I and others don't
Up to you then to demonstrate something that is non-physical, and to save time I don't mean the abstractions (e.g. 'beauty') that are examples of how our biology works.