Well, one reason is that they often have a cultural aspect. Different regions have their own unique ghost stories that are passed down through generations. These stories can give us a sense of connection to our heritage. Also, in a modern world where most things seem to have a scientific explanation, ghost stories offer a break from that rationality and take us into a realm of superstition and fear, which can be both fascinating and terrifying.
They're popular because they give people a thrill. The fear and unease they cause can be exciting in a strange way. It's like a safe form of danger.