As an agnostic, I’m not so sure that I can agree with atheists that the most parsimonious explanation (that is, the simplest explanation) for the universe is naturalism. I would suggest that getting to an objective definition, a priori, of what constitutes a simple v. complex explanation to a problem is, in fact, a very, very tricky thing to do.
For example, is God or the godless multiverse a simpler explanation for our universe’s existence? I think that they both lead us to equal amounts of question begging. And if, in fact, we don’t live in a multiverse, it becomes very, very tricky indeed to absorb how lucky we are that this singular universe, without trial or error, arrived at physical constants conducive to life. It would seem that some sort of transcendent mind would be no less simple an explanation than a huge improbability. In other words, there’s nothing simple in explaining where our universe, with a very definite and particular beginning, ever got going in the first place.
And here’s an example of a seemingly parsimonious explanation that, in fact, led to an incorrect inference: On hearing of a meteorite dropping to earth, Thomas Jefferson famously declared that he would sooner believe that individuals testifying to such a thing were lying as to believe that rocks actually fall out of the sky. Jefferson believed that he had arrived at the most parsimonious explanation, and was not just wrong, but spectacularly so. There may well be more things in our material heaven and earth (and outside of them) than are dreamt of in our current philosophies, or our seemingly most parsimonious explanations, Horatio.