Religion tends to justify itself in the face of absolutely no evidence with “proof denies faith.” It’s a garbage argument, but it’s accepted.

Ghosts don’t have any similar excuse to fall back on when we fail to see any credible evidence whatsoever.

Is the soul a thing? Does consciousness exist as more than the sum of the electrical network of the brain? Who am “I”? These are all interesting and probably unanswerable philosophical questions. “Do ghosts exist” though, is a pretty straightforward no.