| Quote #1
she would have been branded as a witch and local legends and tales were still abroad and some extravagant folklore still half-believed in. (4.19)
Arthur dismisses the villagers as steeped in silly folklore, but who's the one believing in ghosts by the end?
| Quote #2
Who she was—or what—and how she had vanished, such questions I did not ask myself. (5.28)
On the one hand, okay, we're not sure we'd want to know the answers to those questions either. On the other hand—come on, show a little curiosity, Arthur!
| Quote #3
I did not believe in ghosts. Or rather, until this day, I had not done so, and whatever stories I had heard of them I had, like most rational, sensible young men, dismissed as nothing more than stories indeed. (5.30)
Even though the facts are staring him in the face, Arthur refuses to believe that the woman is a ghost. But if your conclusion (ghosts) is rationally impossible, then maybe your facts are wrong?