It's down to the way you use words, sometimes. Instead of 'nature is all that exists', try 'all that exists is nature'. The latter formulation allows for all the things we don't yet know about, cannot perceive, don't understand and indeed may never learn about, perceive or understand to be part of nature. That's my view.
Man, the Imaginative Ape, is the only creature on this planet to ask "why". The question is unique to humans and can only ever be answered in human, or anthropocentric, ways. The Universe is not human, does not ask why, it just is. If the Universe has a Creator, They will have Their reasons, but those reasons will be nothing humans could understand.
Science is a method of examining physical effects and determining their equally physical causes. It is valuable insofar as it provides information others can use to make our physical lives more comfortable and easy. It also satisfies our curiosity, a survival trait shared by many other animals. True science makes no claim beyond that, and no real scientist is ever going to claim to know everything, or to say that what we know now won't change tomorrow.
Consciousness remains a problem because we have to use consciousness to study it. Thus we are constrained by our own perceptions, beliefs, fears and hopes. Psychologists try to fathom the workings of the mind, but can do so only in terms of their own minds. Neurologists examine the brain, but thus far techniques for studying living, working brains are still relatively crude. The analytical methods of science are of less use here, because analysis of something requires it to be deconstructed, and there are ethical barriers to deconstructing consciousness or living brains! Still, it is not beyond the bounds of possibiity that one day physicists will isolate the Thought Particle - the 'cogiton' - and find out where it comes from. Or maybe there's no such thing, just the possibility that there is more to a human being than current science can reveal.
As far as 'souls, gods, fairies and ghosts' go, they lie in the realms of 'insufficient data' or 'not proven'. It doesn't help that any study of such phenomena attracts swarms of charlatans as wellas thereminally credulous. Yes, my definition of 'charlatan' includes priests of all known religions. Because all the religions involve anthropomorphic 'gods' and anthropocentric universes- products of the human imagination.
The individual is free to believe what they please, of course. But that should include the caveat that they are under no circumstances to attempt to force their beliefs on others. Discuss, contrast and compare them in forae such as this, certainly, but no preaching! Society as a whole, in order to achieve the greatest good of the greatest number, should be run in a secular and humanist manner.
You can ask why until you're blue in the face, but you're unlikely to get a definitive answer.
