It's the 'watchmaker' argument - things must have come from a creator because nothing can ever just exist. This always ignores the natural follow up - who created god then? There is no good answer for this (and it just creates an infinite regress).
Religious steelmans are weird, because the arguments out front are not the real objections or even the real debate (which makes things confusing). The real debate is more about belief in belief, tribal affiliation, perceived morality, and identity. The arguments out front are mostly rationalizations to try and explain away contrary evidence.
Religious people are arguing from a position entirely driven by motivated reasoning. They're not trying to uncover the truth, they're trying to defend what they already know to be true.
You see this occasionally on the atheist side too (https://www.lesswrong.com/posts/4Bwr6s9dofvqPWakn/science-as...) the difference though, is the evidence is there if you care to look.
If there was real compelling evidence of supernatural behavior I'd change my mind, but whenever it's been claimed and tested - it's bullshit.