Confirmation bias could be on either side. Even people who see evidence for such paranormal phenomena but refuse to accept it ...do have confirmation bias.
I understood that Floo accepted the evidence of what her senses seemed to be telling her, but was extremely unwilling to admit to any supernatural explanation of the phenomena in question. She expected there to be a scientific explanation, but so far none has been forthcoming. None that would give a full explanation for the phenomena that people claim to have seen. Buildings containing 'memory traces' imprinted on them has been one attempt at a 'scientific' explanation, but I'm not aware of any branch of science that deals with matters like this. That all sounds a bit like the garbage trotted out by practitioners of homeopathy, who claim that their phials of virtually pure water contain 'memory traces' of the substances once dissolved in them.
As NS has suggested, I suspect the origin of these phenomena lies in the psychology of the people experiencing them, whether they are believers in the supernatural or not.