That doesn't mean they are supernatural. Supernatural means outside of the natural, something not within the realms of physical nature. Photons are obviously part of physical nature, they just happen to have properties we don't associated with the stuff which makes up bricks, tables and people. The fact some subatomic objects behave differently from other kinds of subatomic objects doesn't render one of them supernatural. Does the fact two people look and behave slightly differently mean one of them isn't human? It really is that kind of dubious logic you're working with.
I think photons are more physical than anyone would be willing to readily admit. I would go futher to say that I don't think anything "physical" could even exist without them. I think the unified field theory could play a decisive role in this discussion. The fact that three of the four fundemenatal forces have been unified could be evident of an underlying mechanism playing a role creating or contributing to those three forces. Photons could in a sense be seen to just be tied up into different shapes creating the properties of other fundemental particles. Like when a quark is detected it is from the release of photons in a quarkscrew pattern (hence the name), but what about the quark itself and its physical effect on reality? It is just a certain type of reaction detected by photons. How do we know that quarks are not just photons quarkscrewed together, the fact of the matter is that we don't and we just have to explain them as a fundemental particle that fits into the standerd model that assigns certain types of reactions as fundemental particles. Physicist are unable to explain quantum mechanics in physical terms where they can make predictions of those explainations, but they are allowed to describe them mathmatically to make predictions. Without the mathmatics it would just be to complexe to explain, so the answer is that quantum mechanics just doesn't care what particles are truely physical or not and it does not tell us either one way or another. But, I would assume that the photon is a truely physical fundemental particle that has particle-wave duelity with a certain degree of uncertainty.
There are two things wrong with your statement. Firstly, photons are a form of energy. Although energy is abstract, it is physical and so it must be material. To test this, try placing your hand on a hot stove element and observing the material changes from the effect of heat energy on your hand. Secondly, mass and energy are equivalent, although E = mc[sup]2[/sup] refers to rest mass and photons have no rest state, if you increase the energy of a massive body you increase its mass (but not its rest mass). And light is affected by gravity which 'acts' on mass. Therefore, photons have mass, but zero rest mass. QED.
