In my paper on Francis Xavier and the missions (Boston 2006), I pulled in an older reflection / comparison between Christianity and Islam. There was much discussion on that. I said that Islam was a religion that could easily fit into what we used to call natural or philosophical theology, because there was nothing in it that 'exceeded the natural capacity of the human mind.' In that sense, Islam was not a 'supernatural' religion.
Scholars like Pat Bryne and also Fred Lawrence, I think, were not so sure about that. They said that all religions were supernatural.
I have still to get to the bottom of that. However, I think it is a question of defining 'supernatural' very clearly.
In Regis 1962, Lonergan seems to be distinguishing supernatural acts from supernatural objects. He says, for example, that de facto, because there is need of gratia sanans, and because of the way grace is granted in this order, there will normally be supernatural acts before one reaches the reflective act of understanding (which is supernatural when it is a question of divine faith). Still, he goes on, the objects prior to that reflective act of understanding need not be supernatural. (Lecture 6, Section 3.3: Human and Divine Faith).
So maybe in one sense (as far as acts are concerned) the religions are all supernatural, while in another sense (as far as objects are concerned) they are not all supernatural.
But I need to master here the distinction between acts and objects: how can an act be supernatural, when the object is not? And what does supernatural mean in the case of the act here?
In fact, I might have misunderstood Lonergan above. He says, for example: "it is at the point of specification of the act by a supernatural object that per se, that is, in every case, one is having a supernatural act." And again: "There would be nothing supernatural quoad se, quoad substantiam, in any of the acts and, consequently, not in the praeambula."