They believe in angels, demons, and all kinds of non-human spiritual entities, so why not ghosts? My own guess would be because it implies some sort of existence after death, and of course, according to Catholics, the only way for any part of you to continue after death is via Jesus. So either you believed in Jesus and went to Heaven (in which case you wouldn’t be haunting anywhere), or you didn’t, in which case no part of you would continue after death and you would die utterly, again not leaving anything hanging around to do any haunting. Or, I suppose, you’d end up in hell, again not leaving anything behind to do any haunting (although from my understanding of the Bible, non-believers don’t go to hell; they just die and that’s it. Game over. But that’s another topic lol). So anything that did appear to be a ghost would therefore be either a hallucination, or some non-human entity masquerading as a human ghost.
But that doesn’t explain all the reports of ghost animals (which according to Christians have no souls, so what is doing the haunting?).
This isn’t some deep crisis of faith as I’m not Christian let alone Catholic, but I was chatting with a Catholic friend who said Catholics officially didn’t believe in ghosts, although she couldn’t explain why not. So, if anyone knows: why not?