Consider such pairs of terms as:
- good — holy
- impressive — awe-full
- immoral — sinful
- promise — vow
- puzzle — mystery
- fearsome — spooky
Thesis: None of the second terms in the above list would have application if naturalism were true. Something might still seem mysterious, but in fact it would be just be very puzzling. It might still appear that a graveyard is spooky, but in fact it is at most fearsome, and if so, only accidentally (e.g., if there is a vicious dog there).
So if naturalism were true, our experience of the "more" in the second term of each pair will always be mistaken. But that would be really puzzling—how could there be an experience type that is always mistaken? So if the thesis is true, then we have good reason to think naturalism false.
I am not here offering an argument for the thesis—I am here just presenting it as something that seems very clear to me.