I don't have any data to back this up, but it seems people are quick to question their non-belief in the horror side of the supernatural (while in dark rooms and the like), but still scoff at the idea of magic, and other fictional tropes. Even if the person knows perfectly well that ghosts don't exist, why does that particular myth prove hard to dispel?
I'm new to this site, so I apologise if it's not an appropriate question here.
There are some arguments for the origins of religion based on the byproducts of our adaptive cognitive mechanisms and biases. A prominent one is the hyperactive agency detection device (HADD)--we are quick to infer the presence of intentional agency upon hearing a sudden unexplained noise or unnatural movement, especially in low perceptual quality situations (e.g. the dark). The cultural description of ghosts and other feared supernatural entities align with the situations in which HADD is likely to be triggered, but not so much fairies.
