I think they probably do, there's wayyyyy too many stories of ghost sightings, I'm sure at least 1 in 2 people have seen a ghost at some point in their lives, and when you look into most of the stories critically it seems impossible/unlikely that they were just illusions. And hallucinations aren't a thing that normally happens to healthy people. And very often more than one person sees/hears the ghost. And many places have much more sightings than others and get a reputation for being haunted. Especially hospitals and other places where lots of deaths occurred, which makes sense. You could just assume they're all lying but I don't think half of all people are pathological liars and I think it's too convenient to assume that in order to retain one's physicalist worldview, it's denialistic.

It seems that for a whole lot of people the thing that turns them from a skeptic to a believer is actually seeing a ghost.