Whats the response to "physicalism is the parsimony explanation compared to God"?

When these discussions happen in theology, a point made which I can summarize as the following.

"God and physicalism explain the same data, God allows supernatural to exist i.e make me fly. There has been no demonstration i.e no flying people, therefore physicalism is more so true because it requires less, undemonstraed variables"

I use physicalism, but naturalism and all the adjacents work as well.

Similarly some refer to this as Occam's razor which maybe my example hinted at? Though then I ask, isn't the razor for internal clean up, not about two different metaphysics?