Because generally the paranormal and/or supernatural is based on things that either go against what we know against reality, or is based on things which are impossible to test/prove. Take telepathy. There have been no discoveries of parts of the human body that transmit or receive telepathic signals that I know of. No one has even shown what those signals are made of.
Science is at least supposed to be based on observable evidence. It should be repeatable. It's easier to swallow someone telling you to believe in a scientific study which some other scientists reviewed and possibly even repeated on their own, than it is to just take someone's word that what they experienced was a ghost/telepathy/magic/god/whatever. Especially when there are so many supposed supernatural events of many different sorts.
Yes, it is easier--perhaps because it is more socially acceptable?--to accept a peer reviewed scientific study printed in a magazine than to accept a 'wierd' experience related by an 'unscientific' person. And yet how many 'scientific studies' have been falsified just so somebody would have something to publish in those journals? Peer review is not consensus or agreement. It is generally simply an agreement that the reported method utilized in the study is a valid scientific method.
And yet I know people whom I deem credible--including myself--who have served as scientific research assistants who admitted that the research being done and the published scientific study was at best flawed. At worst, entirely bogus. In the 'publish or perish' world of religion/academia/science, the tempation to get creative is immense.
Who would have thought a thousand years ago that the speed of sound or light would be scientifically measurable? That great vessels would be able to travel beneath the waves and ice caps or fly through the air or journey to the moon? And certainly those who first conceived of such a thing or a thousand other scientific principles that we now take for granted must have been the wierdos and looney tunes people of their time. Galileo was excommunicated by the Church for supporting the heliocentric model of the solar system as first proposed by Copernicus. Kepler was excommunicated when he put forth a scientific concept that the moon was a solid body. Nobody knew how to prove that scientifically at the time of course.
So the fact that there is no known way to scientifically test or prove the existence of telepathy or the supernatural or the paranormal or extraterrestrial beings is not a good reason to dismiss as bogus all the reported experience with such phenomena.