"I wonder though why none of these 'things' are ever caught on CCTV etc."
But CAN ghosts be photographed or carried live on television? That's really the unanswered question. Few if any of the existing ghost photographs are terribly convincing and even the best examples (such as the famous Raynham Hall photo) could have been very easily faked.
Remmber, also, the old legends concerning vampires - they can be SEEN, but NOT reflected in mirrors or water, nor can they be photographed. Perhaos this is also true of ghosts?
Thje original view of the British Society for Psychical Research (S. P. R.) back during the final two decades of the 19th Century was that ghosts are "hallucinations." Please especially note that the S. P. R. used "hallucination" in its older and more accurate context - an ideated mental construct. It was most certainly NOT used it its modern context of "delusional" or "crazy."
Let's say I see my friend Mary suddenly appear in my apartment, she waves at me, says "Got to run! I'm due in Heaven but just wanted to say 'goodbye' before I leave. See you YEARS from now!" Mary then vanishes, followed soon after by the 'phone ringing to let me know that Mary has just unexpectedly passed on. What has apparently taken place is that Mary's spirit has somehow interacted with mine and this has induced my mind to "hallucinate" (see above) her image.
Hallucinations (in both the classic and the modern senses of the word) obviously cannot be photogrtaphed. Not yet, at any rate.