How about that they just might be lying? Also, kids will overhear a lot of stuff, and then say things that they think parents want to hear (seeking validation).
So when someone tells about a supernatural event, my default position is that it didn't happen, until there is actual evidence. You might call this close minded but I call it the only sane way to approach things. You can take another stance and just go into the "conspiracy theory" communities and end up believing that the government is out to kill most humans, that the government are shapeshifting reptilians, that the illuminati control the government, that the government is trying to control you with fluoride in your water and toothpaste or with chemtrails or that vaccines cause autism.