Because of religion. God says that souls go to either heaven or hell, right? (Limbo doesn't exist anymore, apparently) So, if a ghost appears, it means that God's plan is going... not according to the bible. Which means religion is wrong. It's a subversion of our beliefs. It also defies science, which is the same situation.
For the record, I'm an atheist-leaning agnostic, so I don't really believe in God.
Plus they're also sometimes vengeful, like the Japanese Onryo.
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