The premise of the show is to entertain people, first and foremost. When someone tells a ghost story around a campfire, it is to create a certain atmosphere. The teller of the story isn't trying to prove anything to anyone, but to rather install thoughts like "what if" or "maybe." Spending the night in creepy old buildings where people may have been killed is also going to create a certain vibe in most people. If the ghost hunters thought they could get great evidence at a Walmart during the day, Syfy probably wouldn't want the episode, as proving the existence of ghosts is not on their expectations list.
