Haunted Houses have been around since people have been able to convince other people that there are ghosts inside and for a small price, they can experience whatever it is you experience in a haunted house. Usually disappointment.
When haunted houses first gained popularity, they had actual events that could not be explained easily. Stuff would fall off of tables by itself, doors would open and shut on their own accord, voices would call out, you know, actually startling events. Some of the sites were proven to be nothing more than the imagination of the owner, or an elaborate hoax, but other places still carry their "haunted" title up to today. People spend good amounts of money traveling and visiting these places with hopes of experiencing something "paranormal". Now, the same events happen, but they are performed by people who are bored and need some extra cash before the holiday season starts up.
People like being scared. Horror is one of the most popular movie genres. Events that happen to you that you can't explain are exciting, even if no one believes you. And plus, what if the ghost is hot and wants to fuck you? That would be pretty sweet, once you worked out the logistics. It might also make for the most ridiculous and epic (if you get away with it) excuse in human history if you get caught masturbating.
Try it sometime and tell us if it works. But don't blame us if you are disowned because of it.