Paranormal phenomena offer a glimpse of a mysterious "reality" that evades the straitjacket imposed by conventional science. If a realm beyond science exists then all of the promises made by religion about an afterlife, heaven, souls and God become possible. Without paranormal phenomena, it would be practically impossible to sustain any idea of existence beyond this mortal coil of ours.
The trouble with non-scientific phenomena is that they are notoriously unreliable. If they could be demonstrated on a systematic basis in laboratory conditions then no one would doubt the paranormal. Instead, we are presented with endless anecdotes about bizarre things happening, but they are usually "one-offs" and have little or no independent or reliable corroboration. Demonstrations of the paranormal cannot be done to order. Also, many charlatans prey on the vulnerable and add a layer of downright fraud and deception to the subject.
Many people are highly suggestible when it comes to the world of the paranormal, but, oddly enough, this suggestibility could itself be construed as an aspect of the paranormal. Why would so many people be so susceptible to suggestion if this served no useful function? Equally, why would so many people have such a strong religious sensibility if there were nothing real corresponding to their spiritual sense?