If the universe creates itself and the rules emerge from the process, the initial act of creation seems inexplicable or non-natural. Science explains only by positing laws, and if the laws and regularities were created with the universe, and there were no preceding laws, the universe's creation would seem to be effectively supernatural.

An alternative is to say that there's a cycle that repeats itself for eternity, with one universe collapsing and eventually reforming into another one that will eventually collapse and reform, and so on. This is another kind of multiverse, which raises the question of why the whole cycle works as it does.

These ultimate cosmological questions are quite perplexing, and they may go beyond science. But religious myth doesn't really help as an explanation. We humans may be out of our depth here.