It has been said that there is The Known, The Known Unknown, and The Unknown Unknown.
There is also The Imaginary, which, in fairness, I guess could be part of The Unknown Unknown, except that there is not a single shred of objective evidence that demons exist. We have the testimony of the insane and people who can't seem to understand that they may not be objectice when they "figure out" what happened to them.
I don't think Hollywood is doing anyone a service by encouraging beliefs in a spiritual realm, but humans have always enjoyed the adrenaline jolt of "safe fear."