A fact is a bit of data that is indisputably correct. It's a fact that we exist. How we got here or why we exist are maters of speculation. Science can study things in the physical world that are easily seen, felt, heard, tasted or smelled. If it can be measured, science is on it. Some things, however, cannot be measured by the scientific method. Some things are supernatural in nature. Let's take Joe Demon. He's walked the earth for a few thousand years invisible to man. However as an existing being he is comprised of energy which can be observed by thermal image photography or infra red. These images are usually anomalies; frequently very hard to distinguish as anything other than orbs. This makes since because the entity has no physical body and with an orb energy is evenly massed from the center. We CAN capture fluctuations in energy fields. These energy fields can also draw heat energy, which explains why a room can suddenly chill.
The problem with studying the supernatural is that it is invisible. You never know where to point the instruments. You can't anticipate a visitation, so results are very inconsistent. There's no real way to move this study into the "hard science" realm because you can't study a passing fluctuation on heat energy in depth and conclude that it is anything more than an anomaly. Thus, paranormal investigation is given little credibility.