I believe that the majority of paranormal activity is bogus and can be explained with science like you've said but their are rare exceptions which seem to defy even science.
I had a great-great aunt who saw a spirit rise out of a building during the bombing of London. She knew immediately that her brother had died. She had not known that her brother was inside the building but yet at the exact moment he died, she knew. Maybe it was just pure coincidence. Maybe she saw a weird puff off smoke rising from the building and simultaneously had a dreadful thought about her brother. But it's still something I think about often that send a bit of a chill down my spine.
As I said, mostly it's people "thinking" that they saw something as their brain goes into super fast thinking mode trying to explain the huge amount of information that it receives in such an event.