You cannot say no such things as ghosts, have you not heard of haunted pubs and hotels and houses, you don't deny these things because you have not come across, orbs running across rooms, poltergeist activity, furniture moving, things being thrown around, people can say they don't believe in quarks as no one has actually seen one, how can we deny that gravity does not exists just because we cannot see it, we know it must exists as it sucks, we see its influence on things, same way super natural exists, we see its effect in some places where these supernatural energies exist in tiny pockets. But they also have the ability to show themselves to those they chose to do so, not everyone is tuned to their wavelength, like a radio will only receive a station if it was tuned to that particular station.
I believe that these supernatural entities can speak to us or chosen ones, whom they target, they can send a powerful beam of electromagnetic waves or some other form of energy that directly manifest or materialises inside our brain without having entered our brain through our normal body sensors like eyes, ears or nose, skin etc, so an entity could influence our brain directly, induce electrical signals through powerful electromagnetic waves to cause us to see images, hear sounds, smells, feel cold or hot, and so on, and you only need extremely tiny voltages to make our brains confuse, hence why some people so called dual personality or branded as schizophrenia hear voices and see things, but scientist think it is their brain chemistry that is at fault, so they give them powerful drugs to neutralise those induces signals and claim it is a medical condition, when little do they understand supernatural and magic and power of black magic.
as a matter of fact, some scientist actually conducted experiments on a woman, where they placed conductive pads on her head at several spots and monitored her heart beat and pulse, and sent electrical stimulus to her head, she was locked in a electromagnetic free cage, then as scientist injected signals into her head through her skin, (no direct connection with brain cells) the subject a woman could feel someone touching her legs, she felt scared, and her heart beat rose and the experiment was stopped before she became frightened to death.