Their point is that one could come up with a billion hypotheticals for what might theoretically exist, because we cannot disprove it. If we spent as much time humming and hawing whether each one actually does exist as we do for ghosts, souls, gods, Big Foot etc., then you won't be doing anything else in life.That's why it's a typical position to just say that they don't exist until proven otherwise.
Or in the more general sense, this is Occam's Razor: If there's multiple possible explanations for something, then one should assume the simplest explanation until proven otherwise.And if you hear a door slamming shut in your house, then wind is a much simpler explanation than ghosts.
I'm always surprised to hear people believe in ghosts, not because I consider it particularly ridiculous, but rather because ghosts have no relevance in my life. I don't need them to exist to explain what's happening around me.
Every few years or so, I might hear a noise where I don't have an explanation, but that always feels adequately explained by me not knowing things. I'm constantly surrounded by living beings as well as materials that are subject to gravity, temperature, humidity etc. Occasionally, they'll make noises quite naturally.