But would they?
Totally hypothetically, if ghosts did exist, who could say whether they would want to be recorded, are able to manifest in such a way that allows them to be reproduced or even seen. Also, dealing with live humans can be challenging enough, let alone indignant dead people, furious that their ability to make contact, after what might be a great trauma and struggle is written off as superstition. Further, cameras may not yet be sophisticated enough to record them.
I personally think that these mysteries will be solved at some point in the future. There are so many factors in life that we can't explain. It has recently been suggested that we have as many as 33 different senses. Within different ranges of susceptibility to, or development of each sense, some individuals could possess a greater ability to perceive certain things phenomena, accounting for feelings of being watched.
There have also been discussions around the process of death and brain activity afterwards. Is it possible that some people are actually more dead than others? Would it be possible for events to create a sensory impact on any surviving consciousness, potentially, facilitating situations whereby some sort of encounter could occur? The senses are arguably tools affecting our functioning, either enhancing our wellbeing, or detracting from it. Perhaps the likelihood of it happening could be trauma related or through some other deeply affecting life experience, either of a positive or negative nature, affecting either the deceased person or a subject in an experiment..
It's all conjecture, which is most probably wrong anyway. Being a human is wonderful; sometimes it appears that this sort of analysis does more harm than good. Perhaps the best aspect of visitation dreams and hauntings is the representation of our connection to them, rather than focusing on us contacting them.
It's all conjecture at this point in history. It doesn't seem likely that it will be definitively explained during my lifetime. There is a pot of collective goodness in the world, that we can all access. It can be difficult to do so, but the wisdom of our ancestors lives on in all of us, to a greater or lesser extent and feeling a connection to them should arguably be the goal, rather than a verifiable encounter.
Sorry for the essay, it's one of my favorite subjects.