"Nor am I convinced that 'Americanized versions... tended to lose the ghosts'. Which ballads do you mean?"

Take "The Two Sisters," for one example. Early non-American versions have the "singing bone" story line, while later American versions tend not to have it. Also, I don't know if "The Gosport Tragedy" and "Pretty Polly" are related at all except for the murdered girl being named Polly, but in the first, Polly comes back and kills her killer, in the second she doesn't. Maybe that's just a coincidence; I don't know - but overall, I think it's true that for a period of time, at least, supernatural story lines were out of fashion in American ballads, for whatever reason.