Coming from personal experience with ghosts, visitations, psychic manifestations, and out of body experiences, I know this stuff can seem absolutely real to some of us. I'm pretty sure the rest are just faking it.
Am I a nut? Sometimes I like to think so. I'm guessing no more nuts than the average guy. Which might be a little higher than average here in the U.S. I have an active imagination. So much so that I even pass out at the sight of needles. I can meditate with the best of them. I think this contributes to my mind being a great candidate for interpreting a perfectly natural phenomenon for a spiritual one. Top that off with a deep respect for freethinking, science, and reason.
When it comes to the supernatural, examining the evidence and then reasoning out potential causes is a step taken only after you realize the experience you just had may not be real. It's tough for some folks to let go of a fantasy that has captured their hearts. After all, if I can see a thing, touch it, sense it, and I experience it in a very real way, is this not what we think of as real? Being an atheist is hard to do when coming from this position, because there is evidence in the mind of the experienced. The evidence comes first to their mind with firsthand knowledge of the event. Then comes the explanation for the event. If you are not inclined to search for answers or reason them out, the first explanation that pops into your head will most likely stick (and problem solved).
I know my mind can play tricks on me, which causes me to suspect (with 100% certainty) all those religious folks out there experiencing God's presence, alien abduction, and demon possession have their minds playing tricks on them too. It may seem real, but it's all in their mind.