Every incorporeal thing we know of (photons, neutrinos) is affected by gravity. If you have chosen to believe in incorporeal ghosts, it's not at all strange to assume they would be affected by gravity. It's kind of weird to assume that they wouldn't, actually.

Okay let's put it this way, photons are barely affected by gravity because of their near zero mass.

So you think ghosts have mass? Or rather near zero mass?

Because it takes massive amounts of gravity to affect photons, you won't see the gravity of earth keeping photons in place like say a person.

According to the theory of general relativity, gravity isn't so much a force as it is matter literally changing the definition of a straight line. It would be weird for anything to not be affected by gravity.

There's a neutrino (and maybe a tachyon) that would like to have a word with you.

But anything with near zero mass like a photon pretty much ignores anything but massive amounts of gravity.