It's scientifically rational to believe in "aliens". There is plenty of evidence supporting a theory of abiogenesis. Even though we have not actually observed the process entirely, we are reasonably confident on some mechanisms by which it may occur.
Ghosts, on the other hand, are pretty far out there. We have no evidence or even any working thesis of how the consciousness of individuals could persist in some ethereal form after death.
Ghosts as a phenomenon aren't really falsifiable, so there's not much point trying to make unequivocal scientific statements about them, if they exist. If there's something we can measure or some phenomenon that multiple people could elicit reliably then it would be an answerable question. But they're supernatural precisely because there is nothing to study scientifically. It's just some qualia that people interpret to be ghosts.
Ghosts, on the other hand, are pretty far out there. We have no evidence or even any working thesis of how the consciousness of individuals could persist in some ethereal form after death.