Depends.
There are phenomena we can’t explain. So there is room in reality for things beyond our understanding, which traditionally are filled with myth and believe. However, I agree given that for basically every claim religion has put forth science has been able to demonstrate non-supernatural causes, it only seems logical to assume that this will still be the case further down the line.
There is a difference between lying and believing.
We know that plants have evolved along every other living being on this planet. Yet for an ancient farmer sowing their field, asking “who or what sowed everything else around me”, the assumption of some godlike original farmer being is reasonable. So, believe in and of itself is not immoral. Believe contrary to better knowledge is.