@HunLepto as a Japanese literature student myself, I regrettably have to say that I'm not well versed with much of their culture from the academical view. However, as a fan of Japanese culture, language, and their anime subculture, I can squeeze out some arguments.
As I stated before, it's mainly because spiritualism is still part of their daily lives. Ghosts and spirits are still viewed as normal occurrences to them, as any prepositions are. That belief is still ingrained deep in their subconsciousness. Historically, they closed off themselves without any outside influences for hundreds of years, making their spiritualism belief aged and brew well in their mind. They were untouched by Christianity until a Catholic missioner from Portuguese bring in advanced technologies, including flintlocks and gunpowder (that would strive well in Japan's former state of warring country).
so technically Jesus introduces gun to Japan
An interesting piece of culture regarding Japan is that their Emperors are, historically speaking, direct descendants of the Gods. In their official history book, commonly referred to as
Nihon Shoki, elements of spiritualism and Shintoism are completely integrated into their earlier history. From how gods created the islands and mountains to low-class
ayakashi disturbing the royal palace and the people. This is due to the fact of the colossal influence of the Shinto religion during those times. Again, religion playing part in governments, nothing new.
The Japanese know ghosts and spirits as we know guns and bullets. To understand them better, we need to first detach ourselves from our values and see from their perspective in a blank state. Don't force logic as we know it onto their beliefs, that is the very first step to anything really. When you deal with the belief of astral beings every day, it's ingrained into your own person the fear of the unknown and the respect to it. Or simply, just the thought of someone you've lost is still lingering around you can be both scary and heartwarming, depending on the occasion.
Or maybe, take it like this. We wear good clothes because of social norms. People judge your look, and you may or may not comply with those judges by taking care of yourself more. But, why? What's the logic? Their judges won't hurt you in any real way. Wearing an ugly hat won't kill you in your sleep or a bullet finding a nest in your brain because of it. There is an unwritten set of values that we keep up as a self-preserving social creature.
The Japanese's "fear of spirits," or arguably more fittingly "belief in prepositions," is much less the same. They live in an environment that forces them to deal with unseen, unwritten values every day. Again, it's ingrained in their brain.
Long story short, there aren't many answers as to why the Japanese seem more scared of spirits and ghosts, compared to (for convenience's sake) the westerners.
They're simply more familiar with it than us. Just like how unnerving it is to walk into a bad neighborhood, it's scary to be in a haunted house. Or, in this scenario, haunted tunnels.