IF someone really did experience a paranormal event, and could prove beyond reasonable doubt that they did (that would be interesting!), then the natural laws of the universe would be challenged. That’s a big if!!!!
Significantly, this has not happened (or even been convincingly faked) in centuries of investigations and claimed sightings.
Science uses models to explain what is observed. Those models are always being challenged and modified, as our awareness of the world around us and even the universe increases.
Image if a football at the next worldcup finals were to suddenly fall upwards and get stuck in mid air, the theory of gravity would be challenged and science would have a lot of catching up to do. That does not mean it’s at all likely to actually happen.
Since science is permanently in the business of correcting itself when new information and evidence come to light, it’s probably quite likely that phenomena will be observed which at first do not seem natural, but will ultimately be furnished with a natural explanation which is then confirmed by experiment.
James Randi (who has set the $1,000,000 dollar challenge) has a word to describe such phenomena: perinormal rather than paranormal. Peri, as in “periphery”, implies that such things are right on the edges of human knowledge waiting to be discovered. When he was running his Million Dollar Challenge to test self-proclaimed psychics, it was his faint hope that a candidate would pass the test and demonstrate a real perinormal ability, and that the discovery of its mechanism would be well worth the prize money.
For the moment, however, there are no unambiguously demonstrated perinormal phenomena to consider, let alone genuinely paranormal. So we wait, and we investigate claims. The burden of proof is on those making the claims. Responses to unsubstantiated claims are necessarily vague, since an unsubstantiated claim tends to be devoid of useful, verifiable details. That doesn’t make the responses weak relative to the claims, it simply makes them appropriate.
One other point I should make is that if religious people are making claims of ghosts in order to support their religions, it’s worth asking them and yourself whether what they describe actually links exclusively to one religion. Otherwise they may in fact be describing events which, if true, suggest that they’re worshipping the wrong god or gods.