Not so mysterious ...

... Is the transcendent natural? - Philosophy and Life. (Hat tip, Dave Lull.)

... it could be that what can be called the transcendent is what makes the natural sciences possible. This would be the weight of the observation about mathematics. Then there's also the philosophical point about laws of natural which, it seems to me, have to be in some sense transcendent in relation to the natural sciences, or else you embark upon an infinite regress where the laws of nature need secondary laws of nature that determine them, that need tertiary laws of nature etc etc...