Devil’s advocate here.
I watch the ghost shows on TV and watch as people believe what they want to believe. If they think they saw a ghost then they believe it. I on the other hand think they see that they see things that isn’t there.
The fact that people who study witchcraft see supernatural beings and events isn’t surprising considering they want to believe in the supernatural.
On the other hand those of strong religious faith is also more likely to believe in supernatural than those who believe in a reasonable physical reason for what they see or hear.
I find it interesting that third world places like Mexico where superstition is more deeply believed than here has more exorcisms than here in the States.
What you say about "people believe what they want to believe" is true --- up to a point. Our brains are actually wired that way: memories, desires, fears, beliefs, etc. directly condition perception. The brain that interprets the signals from the eyes and ears, and other sense organs, is not neutral: it sorts, filters, enhances, fashions, and creates or tries to create a plausible story out of what we see and hear. And that's true for all of us without exception. (No difference between "believers" and "nonbelievers" here.)
A basic epistimological challenge.
Many "weird" phenomena can be explained by the beliefs, the expectations or the unconscious appetites and drives of the person who experiences them. But some things defy this kind of explanation, especially when they appear to many different observers to be something more than abnormal psychology.
The Church insists on a medical and psychiatric examination of anybody who is a possible candidate for a fuill-fledged exorcism. This weeds out many cases. But not all.
Still, your skepticism is valuable. It's the Church's "default" positon, professionally speaking, as well.
There's another explanation for that, though: a lot of demonic possession incidents are rooted in the occult. There's a lot more occult activity in countries where, as you put it, "superstition is more deeply believed".
Even the real incident on which the movie "The Exorcist" was based started with the victim (a boy in real life) playing with a Ouija board and trying to communicate with his dead aunt.
Make no mistake about it. Fallen angels are very real. Just as real if not more real than any physical or rational argument one might ever perceive.
One possible reason for more reports of demonic activity in third world countries is where there is a lack of the Gospel, the adversarial spirits might thrive.
It should be noted that our Lord and Savior Christ Jesus is the same person who created all things, including the angels, elect and fallen. If a human is exposed to the fallen angel, there is always salvation through faith in Christ, which no angel is able to remove.
They might distract and interfere, but He is still Sovereign and His perfect righteousness demands perfect justice. Remain faithful in Christ and let Him handle the angelic domain. Place faith in Him and Him alone.
BTW, one collateral effect of a nation falling away from faith in Christ, includes more exposure to the consequences of demonic influence. Unbelievers in a believing nation share in the blessings which are given by God to His believers, not only as individuals, but as groups. Likewise, cursings may befall individuals as well as groups.
Don’t expect the same amount of blessing in a nation of believers as in a nation of degenerate believers and unbelievers. The latter group might not only suffer the wrath of God for national reasons, it might experience His discipline of believers who have fallen away, shared by the entire group. Where we may have been raised in a more believing nation of 40 years ago, not exposed much to demonic activity in public forums, don’t be surprised after the public entertainment of witchcraft and nonchalance to the occult, if very real demonic activity occurs around those who condone and practice such sin.
FWIW, angels have been around for millenia and have observed human behavior closely. They also have very real personalities and volition. Fallen angels are also described as malevolent deceivers for good reason. When they observe a human who really doesn’t believe in them, nor in God, they aren’t threatened.
A believer, through faith in Christ, has a regenerated human spirit and is able to perceive in a spiritual life and have impact on the spiritual domain through faith in Christ. As part of that royal family, the believer now might be considered a threat to the fallen angels, hence sometimes more prone to their involvement, distraction or interference in the believer’s life.
BTW, our task is simply to remain in faith through Christ. It really isn’t any of our business what they are up to. That is between them and God and the angelic domain. By remaining in faith with Him, all things work out fine by His plan. If the skeptic hasn’t come to understand a relationship with God through faith in Christ, that relationship needs to take priority to any other supernatural endeavor. The Christan way of life IS a supernatural walk, by faith alone in Christ alone, with very REAL impact in the physical, soulish and spiritual domains.