Is absence of evidence, evidence of absence ?
Not in general, no. In this case, it is because complex entities are statistically improbable. And an entity would have to be pretty complex in order to, for example ---
- create universes,
- intelligently design every celestial body in it and every living being on those celestial bodies,
- listen to everyone's prayers,
- obsess about everyone's sex lives,
- selectively forgive our sins,
- impregnate virgins,
- have the thus-conceived son tortured to death to save us all,
- resurrect said son, and
- fix to destroy everything in the eventually-to-occur apocapolypse
to describe just the most prominent supernatural being that's purported to exist.
The statistical chances for the existence of any entity complex enough to achieve all those tasks is practically negligible. Unless there's credible evidence for it, and there isn't, it makes sense to assume it's fiction.