But in rational inference what we know is a logical connection, and a logical connection is not in any particular spatio-temporal location.
Unless a logical connection is partly constituted by the operations of the mind of a rational agent, not of something outside of space and time (after all, you cannot assume rational thought is outside of spacetime without begging the question, and you cannot assume that logical connections are nonnaturalistic without begging the question--if this is meant to be an argument against naturalism anyway).
If drawing a logical connection is a pattern of thought, and the latter is some material process, then to say a logical connection is not in any particular spatio-temporal location is like saying a particular utterance has no particular spatio-temporal location.
Now, I am no naturalist wrt mind, mind you, but this argument begs too many questions against the naturalist to be of use against him. It might be a nice binky for those who are already antinaturalists about all these different things.
Not to mention that the form of Naturalism that Lewis was apparently attacking is only one kind. It is sort of analogous to an atheist attacking an old-fashioned fundamentalist and thinking he had demolished Christianity.
The AfR is funny to me because it assumes that the universe is superlatively deterministic if naturalism is true: "the object that is known determines ... the act of knowing." I can only guess that the sort of determination spoken of here is that of non-rational causation, because the Naturalist is bound to assume, so his opponent thinks, that that's the only sort of causation that exists. As Hal implies, other species of Naturalism exist. Not every naturalist is a materioeliminatipositiviatheist.
Anscombe mentioned Lewis was working with that deterministic conception of causation in his argument.
I don't have the exact quote at hand but it is located in the into to her collection of essays on metaphisics.
She was sympathetic to Lewis' efforts to improve his argument, by the way.
I think this argument can be helpful for those naturalists who think reductionism is flawed.
Anscombe is considered to be one of the top British philosophers of the last century and was also a very devout Catholics. I think anyone interested in these issues would do well to read her writings on action and intention.