This basically is the counterpart of the question:
Is it ethical for advisors to automatically coauthor papers?
In fact, the same ethical standards apply here. Authorship is only justified by a significant contribution to the actual work. The supervisor role by no means automatically qualifies for that – in neither direction.
The following is – again – from the "DFG Proposals for Safeguarding Good Scientific Practice" (pp.82f, emphasis added):
Authors of an original scientific publication shall be all those, and only those, who have made significant contributions to the conception of studies or experiments, to the generation, analysis and interpretation of the data, and to preparing the manuscript, and who have consented to its publication, thereby assuming responsibility for it. [...]
So putting his name on a paper he did not consented to is actually a case of scientific misconduct.
However, if we assume that your supvervisor has high ethical standards, the situation is even worse: The unfortunate, but way more common system of misconduct is that professors insist on "automatic coauthorship" on their students papers (which, in some cases, they do not even read). By automatically putting his name on the paper, you leave the impression that he is a supporter of this unethical practice!
If you want to thank somebody or underline their great support, you can safely do so in the Acknowledgements section of the paper.