Don't ghosts bring up questions about time? About the concept of a soul? Doesn't it make you wonder where the seat of a self lies? If I were a ghost, for example, would I still be myself? Would I only be a part of myself? A reflection of a part? The ancient Egyptians believed the soul was composed of multiple pieces, for example.
This is why I think ghosts complicate things. Layers of existence? What it even means "to exist"? Life after death? Etc.
I'm not closed to the idea that they exist, but I doubt them for philosophical reasons rather than scientific ones.