What exactly is the purpose of having faith anyway? There are an infinite number of possible faiths, the likelihood of a particular faith being correct is infinitely improbable. If someone pulls a new faith out of their ass now like the scientologists or raelians no one takes them seriously because they know it’s all bullshit. But if someone pulled a faith out of their ass thousands of years ago it’s somehow more credible. Faith is nothing more than credulity. People believe what they do because they want to. Believing something to be true does not make it so.
If scientist goes to the jungle, comes back and says he discovered a new species of beetle but couldn’t catch a specimen it’s entirely reasonable to think that he did find a new beetle. If he comes back saying he found a real live dinosaur there is no good reason to believe him without evidence. It’s more likely he got into some mescaline. He may believe he did see a dinosaur for whatever reason but that doesn’t make it true because everything we know tells us dinosaurs died out millions of years ago.
Until someone can get Yahweh, Xenu, Zeus, Ahura Mazda, Thor or any other proposed godthing or spiritual entity to show up in a lab where we can examine it there is no good reason to take claims of their existence seriously. And no, anecdotes are not data. People are fallible and what they think they saw or experienced is not to be trusted without evidence.
Also, if any “spiritual” entity were to exist how would they be any different than the incorporeal energy beings like the Q from star trek? Even if they do exist, once you strip away all the spiritual and religious language, they would only be things like us just a little different.