I'd say that besides types of illusions that may only be in our heads or that might be downplayed or written off as only that, there are real beings that are predatory dark souls which are not written off so easily or just by philosophical thoughts. Thus all the thousands of years of work that protective beings have done and are doing, along with teachings and methods that have been used against such forces.
Btw, most orthodox shrinks know nothing of the other side...and also write off problem's related to it as just a mental or emotional delusions.