I find ghost stories often come with a paranoid aftertaste. I just finished playing Yuppie Psycho, a ghost story type of game. It's not the most intense example, and yet it still had me feeling slightly on edge after playing it intensely for two days and after thinking about the storyline. I left with a vague sense of unease, double-checking mirrors, shadows, and my sight's edge. The Magnus Archives is several seasons of this, so many ghost stories. I had a similar aftertaste from those.
I like ghost stories, but I tend not to like the paranoid aftertaste. After a good ghost story every small crack and noise scares me. Once I heard a creepy rustling noise and wondered for a tense few minutes what it was. When I got up to look into it, I checked the other room and found a plastic trashbag fluttering in the air from the vent beside it. This is one reason I don't read/watch/listen to more ghost stories. I take those noises semi-seriously, alieving scary interpretations of them but not believing them.
I wonder how else I could relate to that aftertaste.