There's a really widespread misconception, both in real life and in fiction, that skepticism means "the conviction that everything must have a natural explanation." The common picture of a skeptic is a stubborn old fart who denies anything seemingly supernatural out of principle, and refuses to even consider any possibilities.
No, that's not what skepticism means. One narrow definition of the term in colloquial language might have that meaning, but that's not what it means in terms of the philosophy of science. What skepticism means is "not accepting extraordinary claims at face value without valid evidence". Personally I would also add to that "and passing the rigorous test of science".
Skepticism is not about denying some explanations on principle while accepting others just because they are more "sciency" and "natural." Skepticism does not, in fact, have any preconceptions on what the true explanation for something is. Skepticism is simply having more or less strict standards of evidence before a claim is accepted (regardless of what the ultimate explanation turns out to be.)
Someone saying "this must have a natural explanation" is not a skeptic (in the proper sense.) That's because that person is biased and has a preconception. That person is not demanding valid evidence, but jumping to a conclusion. That's not what skepticism is about.
The fact that so far pretty much everything happens to have natural causes, and thus most skeptics draw a conclusion from this, is just a side-effect. In general, making the assumption that something is a natural phenomenon is a much safer bet than making the opposite assumption. In that sense you are much less likely to be deluded into believing falsities. However, that's not what makes you a skeptic. That's just a side-effect of being one.
Many people who want to believe in the supernatural, or in UFOs, or cryptozoology, or the paranormal, or conspiracy theories, or who are denialists of some sort, often accuse skeptics of being "closed minded."
They are making this very mistake. They think that skeptics deny claims and (alleged) evidence out of principle and stubbornness. They are incapable of accepting that (true) skeptics do not deny any of it out of principle or stubbornness. Instead, they are applying high standards of evidence for extraordinary claims. Evidence of an extraordinary claim must be valid, it must be verifiable, and it must pass the rigorous test of science. Else it's not worth much.
These people seem incapable of understanding the concept that just the mere existence of what they perceive as "compelling evidence" is not worth anything. You can have as much compelling evidence as you want, but all by itself it's quite useless. For the evidence to be useful, it has to be examined, observed, tested and experimented on, without bias, repeatedly and by unbiased independent parties, in order to verify its validity. Preferably, publications should be made and put to the peer reviewing test. Just because something sounds plausible doesn't automatically make it so. A lot of things sound plausible while being completely invalid. If science were driven solely by what sounds plausible, we wouldn't advance much.
So it doesn't matter how much allegedly "compelling evidence" you have: If it hasn't been tested and verified to be valid, it's not worth much. That's not being closed-minded. That's being practical. Demanding high standards of evidence just works.
If "open-minded" means, from these people's point of view, accepting claims just because they sound plausible and have "tons of compelling evidence", they will be misled and deluded. Unfortunately the world doesn't work like this. The human mind is a master at fooling itself into believing all kinds of falsities. "It sound plausible to me" is one of the biggest mistakes a person could ever make as an argument to believe an extraordinary claim.