That's an interesting question. Generally, the answer could be one of the following:
- We can't really see at night which make us more vulnerable to danger. This conjures up fear which makes us super sensitive to any changes which are happening around us.
- Our eyes can barely see in the dark which make us easier to imagine things that aren't there.
- It's pretty reasonable to assume the time which is suitable for any course of evil action to be taken at night. Robbers, for example, are more vulnerable to be caught during the day heist so by that logic, mystical beings which we assume are evil, should be more likely to act at night.
All of this combined with our heightened state of fear, our inability to accurately perceive stimuli at night, our assumption that evil things should prefer the dark, and our comparative lack of experience with the night makes us see "ghosts" that aren't there.
This opinion is not based on research. As this topic is not fully understood, the majority of answers to your question is hypothetical.