I kind of feel that there exists many things which science can't explain. Science can't even explain how the universe came from nowhere. Can't even explain why we are alive. Maybe religions are true and supernatural powers do exist 
Fact that science still can't explain something doesn't mean that religions or supernatural are true. They can explain nothing at all, they just create unbelievable stories, that are mostly bs
As for ghosts, they surely exist!
Science cannot explain something for now. And yes, religion in never the answer. It's easier to tell someone about ghosts, souls, heaven or hell etc. than prove quantum fields, relativity and other things.