I very much believe in the spirit realm and evil "demon spirits", although I have seen these shows you are referring to, and I think they are freaked out by the power or suggestion. Who the heck wouldn't be freaked out by the power of suggestion.
What I percieve about these TV shows: Here you are, in a spooky castle, said to be inhabited by ghosts of dead people by some deep voiced man who sounds like he should work in a morgue who tells you for hours how freaky it is and scarry and the bloody history of the place with heads being chopped of and irons maiden and such and then you do some spirit ritual with blood and candles and then in the dark you are seperated from your family and have to close the "portal" so the mourning evil spirits can rest. I think it is sorta silly, if you ask me.