Phobias originate from the area of your brain that doesn't conduct rationality well, similarly to how it handles emotions (and yeah, fear is an emotion). Phobias are a naturally selected trait that helped us survive in the wilderness before we became industrial, and while it may helped us back then, it hinders us today as it's not as useful. However, from my personal experience, thinking that there's always a logical explanation for everything helps bring comfort to me. I know for a fact ghosts don't exist, because, scientifically, we would have detected traces of them by now, either directly or indirectly. We have technology powerful enough detect little itty bitty neutrinos, as well as atom activity, even back in the times where the plum pudding model of the atom is accepted, and we can detect supernovas from galaxies billions of light years away, as well as projection rotation curves of galaxies to explain dark matter, but there's zero traces of paranormal aside from anecdotes from people, and people can have really faulty memory as well.
It helps to understand skepticism and what works in this world, so it's easier to cope with these intense emotions.