If we're capable of conjuring up terrifying monsters in childhood, why shouldn't some of us, at least on occasion, be able to fantasize something similar, something truly horrifying, a shared delusion, as adults?
Probably a dozen times since their death I've heard my mother or father, in an ordinary conversational tone of voice, call my name. They had called my name often during my life with them ... It doesn't seem strange to me.
The method of science is tried and true. It is not perfect, it's just the best we have. And to abandon it, with its skeptical protocols, is the pathway to a dark age.