Well, there are plenty of awesome things that can happen and do exist.

First of all, cryptids might actually exist. Maybe not the most famous ones that have been searched for for decades, but what about all the other cryptids that pop up once in a while? It's exceedingly unlikely they exist, sure, but is a huge moth that kinda resembles a person in bad lighting somewhere really impossible? Mayhap.

But the rest, I think explaining things is great! Why do you think ghosts and demons are cool? Personally, I think human psychology is very cool, and science is cool. Explaining ghosts and demons with carbon monoxide poisoning is cool, in my opinion... Even ghosts, if they were real, might have a scientific explanation. We'd certainly look for one!

Maybe what you're saying is that you wish things that we just couldn't explain existed? But the reality is that there have always been, and there will always be things that we cannot know and cannot explain yet. It used to be ghosts, cryptids, and demons, now it's some quantum stuff I think, and black holes or whatever. Maybe you should just look at the things we don't understand yet, and you'll find there's plenty of wonder and creepiness and weird implications and possibilities. IDK, just saying.