There's literal ghost-type Pokémon here, of course ghosts exist.

[Her tone suddenly take a downward dip into... somewhat insulting. Like she's belittling the stranger. Who's helping to shield her from the rain, no less.] But what I heard didn't seem like a ghost-type. Or anything I've encountered here!

I've been here for seven months and researched extensively... I'm not dumb enough to be scared over a solvable mystery.