I think it adds an air of suspense and mystery to the whole looking for ghosts thing. It probably helps ratings alot too. I mean just think about it, are you more apt to be scared in the dark or in the light. Personally I love having the crap scared out of me. If you caught the Blair Witch Project a few years back, then you know what it feels like to be really frightened.
Because it helps capture things that lights and glares from lights can deperdise (spelling) like if they absorbe the energy to manefest (spelling again) they take from the shadows and the light would take that away and such