Because random rare events cannot be proven on anything but a very large scale, all we have left are those who have experienced and interpreted something as supernatural.
The rest of us who have not had such an experience fit into two categories: Speculators and Believers. The funny part is that disbelievers somehow think they are different than what they consider believers. Those that are convinced negatively or positively without personal experience have exactly the same religion-like belief.
It could be argued that the frequent repetition of anecdotal evidence can be considered as valid as any other type of experimental evidence since evidence itself is never a 0.000% or 100.000% representations of "truth" but instead relies upon interpretation. Anecdotal evidence just has to be lent far less credibility per iteration, it has to equal fewer percentage points of a given person's truth meter.
We all believe things that have never been directly proven in a lab. Has someone come to you house and set up an experiment to prove that your toilet actually delivers excrement to the local sewage system intead of passing through a wormhole to the sun or do you rely on the small necessary
belief system that we all construct to lead normal lives? You use anecdotal evidence.
Set up an experiment right now to capture on film the impact of a metorite. You can't? Well then metorites are are just not scientifically proven...
From what I understand, ball lightning cannot currently "Truly" be re-created in a lab and therefore is just as anecdotal as ghost stories. You can't repeat the experiment as required by some of the (un)believers in this thread. I would wager that stories of ball lightning are far far less frequent than ghost stories. Ball lightning however is thought of as far closer to truth. Why?
It comes down to belief systems. Ball lighting can fit into current scientific belief systems easier than ghosts can.
(un)Believers of yersteryear would have burned you at the stake for talking about the technology of radio. (un)Believers of today will burn you at the stake verbally for violating their perfect picture of reality.
The problem of (un)belief is two-fold. Arrogance is one part of it. The second part is a human tendency to internalize their knowledge as part of who they are and to tie it to self-worth. Contradiction of their internalized knowledge is a direct attack of that person's validity. It is seen as an attack of their worth and value. It is claiming that they are ignorant of the truth. These people see ignorance as undesirable and translate that undesirability to themselves.
A scientist is willing to embrace his own ignorance with grace and even pride.