To be honest, as far as that episode went, I simply couldn't get my head around how they could know the door had been bolted properly, or seen it unbolt itself - not from looking through a keyhole from the other side of the door; it seemed to me that the means by which they knew something inexplicable had happened were easily as inexplicable as those inexplicable events - but that element was never properly questioned.
I think a better example might be the first episode of Danny Robins older podcast, Haunted. In this episode The House That Had to be Sold - the build up, at least, is made of smaller episodes, none of which are necessarily inexplicable by means other than the supernatural, or even that dramatic - at least not when viewed at some remove from the events. Somehow that feels more believable to me. I think it was Escargot who mentioned a kind of reddit factor, and I can't help feeling that 666's written on mirrors and piles of old newspapers with articles on a murder smack of this kind of redditisation.
That said, it may even be that whatever causes these phenomena itself responds to the expectations of the observer, and the times the events are taking place within - that the reality (if we accept this is what it is) is a reflection of current mores and expectations, rather than something fixed and immutable.
I've often wondered if we don't entirely misunderstand the intercourse involved in such events. We automatically tend to view them as somehow one-sided - where the individual experiencing the events is effectively a passive audience, entirely at the mercy of an active phenomenon. But what if, rather than a performance, it's a conversation.
As you can probably tell, my own personal jury is very much still out. All I would say is that my personal feeling - right or wrong - is that less often feels like more.