In this piece by Ed Feser, he responds to a piece by Alex Rosenberg in which Rosenberg details some of the "depressing" nihilistic implications of naturalism, but claims that these must be accepted because the onward march of science shows that naturalism is true. Feser claim that these "depressing" conclusions on the basis of naturalism actually show the incoherence of naturalism.
Here are some of the great moments in the history of science.
1) Archimedes inferred from the principle of bouyancy that the King's crown wasn't solid gold.
2) Galileo calculates the orbits of the planets and shows that Copernicus was right, and the earth really does move.
3) Newton develops calculus and infers the three laws of motion.
4) Darwin infers natural selection as the explanation for different beak sizes in the finches on the Galapagos islands.
5) Einstein develops his Theory of Relativity, based on Maxwell's equations.
Yes, science marches on. But if there no propositional mental states that cause other propositional mental states, none of the above statements are literally true! If it is a consequence of naturalism, and I think it is, that none of these statements is literally true, then these events don't support the case for naturalism, they undercut it decisively.