It's the same deal with space aliens visiting Earth. The evidentiary basis for that is no stronger than that for aliens. You're correct that it's preference that leads some to favor aliens over angels, etc. But that's all it is.
It's an exact mirror of the practice you see of people who don't want to believe in aliens visiting Earth, inventing new ways to avoid the evidence, whether it's sensor data, witnesses whatever.
"The evidentiary basis for that (fairies and ghosts) is no stronger than that for aliens."
That's an objective sounding statement, but it's just your interpretation and preference. By what standard? If we had hundreds of thousands of people around the world saying they'd been raped / kidnapped by a gang of roaming miscreants dressed up as pirates, and these people had missing time, missing clothes, and then we had the EU maritime agency come out and say, "We've captured what seem to be swarms of pirate ships on radar". Would you still not believe them?
If we find some Bigfoot like civilization living underground, but that's different to how we think of Bigfoot, we've "explained" Bigfoot and disproven "the wrong version" of Bigfoot.
If Thor lands on Earth and say, "I'm back," but says, "btw my name is "Bor". We've disproved "Thor". If we discover people with some disease which makes them live indoors, drink lymph fluid and live for hundreds of years, we've disproved "vampires" but explained the stories around that.
At the level of speculation we're operating at, these things can be argued both ways. It's not truth that brings you down on one side or another, it's your preference. You're blind to that.