Almost every comic book out there has some element of the supernatural. Batman has to deal with the Penguin, who has been mutated in a non-normal way into a super-villain. ‘Buffy the Vampire Slayer’ is always out there slaying vampires--it's all in the title! Then there's ‘Thor’, who isn't actually a "God", but people on Earth perceive him as one because he comes from a different realm. Spawn has to do with a man who is combined with some kind of demonic entity and becomes a crusader for good. In short, most comic books use as a vehicle either for the plot or the protagonists some supernatural motif.
Well, part of the answer may have to do with the generation to whom the content of the comics is being marketed to. Modern generations have forgotten the supernatural in their brick-and-mortar, cement-and-electrical, internet-and-television worlds. Today, everything's let on to be explicable by naturalistic sciences. The reality is, naturalistic science does a terrible job of explaining the modern world in many ways, but scientific terminology hoodwinks those who don't know better into thinking everything is understood. Yet inside them, they know it isn't, and for this reason, a drive toward exploration of supernatural entertainment naturally grasps them.
Consider those great volumes of supernatural fiction weren't around in the past when many stories are set. In antiquity, people were relatively illiterate; but its presumable certain supernatural exigencies of life assailed them enough, it became desirable to block them out! The legends survived because they were based on facts, as inconvenient as that may or may not have been.
Now, we still have apparitions in the attics, demon possessions in the streets, and warlocks creeping around at night effecting their wicked charms. There are even people that actually believe themselves to be vampires--in the 90's an entire cult was started around the subject. As it turns out, scientifically there's some aspect to ingestion of human bodily fluids which fundamentally changes the ingesting party's genes--Ted Talks have indicated what we do directly affects our DNA.
So why do we like supernatural things today? They've been excluded from us, and we're told they don't exist; but in our hearts and souls and minds we know naturalistic explanations just don't explain everything. So the writers of comic books like Buffy the Vampire Slayer bring us back to reality, as ironic as that sounds, by reminding us there are things that go bump in the night; and perhaps we should be grateful for the trappings of modernity.