Supernatural can be defined as departing from what is usual or normal especially so as to appear to transcend the laws of nature. There aren't very many, if any, people who would like to be defined in this way, even if it was true.
Because there always people who would hate them (assuming these psychic people exist) and make their lives a misery, probably kill them. Some because psychics could do things they (the stalkers) can't do; some because they believe psychic powers all come from a devil or demon and therefore psychic people are all evil. If I were psychic, I'd do what I do anonymously and never tell anyone.