When we can't understand the science behind something in this world, we make up mythological entities that we can relate to. We personify the forces of nature that mystify us, using our boundless imaginations to comfort us and make us feel like we have some control over these things that are much bigger than we are.
I don't think that science and the paranormal have to be at war; in fact, it's crucial that they work together. It seems naΓ―ve to believe that the world is exactly as it seems.