My beef with potraying skepticism as inherently unreasonable in fantasy settings (what do you mean they don't believe in ghosts when they have been dealing with werewolves this whole time??), is that the existence of one isn't proof of the other. Unless it's a case of someone recently learning the Truth Behind the Masquerade, they are going to have their own baseline of reality, and aren't necessarily going to immediately buy into things that fall outside of it.
What I would do, is I'd have Recently Inducted into the Werewolf Deal-Withers ... Geraldo, and he'd be the one saying "Well, how do you we know it's not a ghost when werewolves are a thing?" and all the established people who are welcoming him to the genre would just go. "No... no, buddy. Ghosts Aren't Real."
And then Geraldo would have to deal with the guy who was snarking at him all last book for trying to catch up with the werewolves are a thing plot freaking out when ghosts are real.
