But I don't think that religious faith has any importance in the modern age. The advantage of skepticism is that, on the long run, it results in much more sophisticated mechanisms of self control and environment control: science and technology are none but the result of centuries of investigation by skeptics who had to suffer the persecution of believers in many instances.
And as about the example of the prisoner you gave, I don't see why religious faith would be necessarily the only means by which a person under extreme conditions would feel better. Any form of faith would do the trick (faith in your innocence, faith that someone would come to save you, etc.), not to mention other psychical methods like thinking about the best moments in your life, your loved ones…
Of course religious faith has importance for many in the modern age. War is rife across the world, millions live in absolute poverty, millions are dying, millions are suffering the loss of their livelihoods or facing the prospect of living in dire situations for the rest of their lives, millions are suffering from oppression & disease & violence etc etc etc.
For a lot of people, they know they have no logical hope in life. They have no money, no family, no-one to save them. You can only look back on happier times if you've had them. But even then, if you suffer from depression then its very difficult to try and look back on happier times etc.
The world is a very unfair & harsh place to live. Those who have cushty lives are the fortunate ones. Often people don't have much but faith in their lives to survive and keep on striving for better even when they know the odds are well against them.
And then there is morality. Sure, religion is guilty of plenty of actions that are immoral- but there are no religions that aim to be this way. At the centre of religions, whatever their differences, is a path to spiritual inner peace by living your life in a good way etc. Many people do good deeds (for example donating to charity) because of the religion they believe in, and i think most religious people are good people.
So why i am not religious/don't believe in any religions in particular, i definitely think that religion has its place in the "modern age", if not even more so than ever. Athieism doesn't teach you morality, it doesn't give you hope, and it doesn't profess to answer any questions- when your life is very difficult or terrible, Athieism doesn't help you. All it does is let you know that your life really is aweful, that no-one is going to save or help you, and at the end of your sufferings you will just die and turn into compost.
Undestandably, there are lot of people who would like to believe in more in life (and a lot of people really do believe there is more to life than just life as we know it, and not just because they want to believe this).
Secondly, while a lot of people profess to be Athiest, i think deep down most athiests aren't totally atheist. Case & point: i doubt there are going to be many professed atheists left on a commercial airliner plane falling 30,000ft out of the air.
People look to religion (or god, whatever) in times of need, doubt or answers etc. While we may have evolved to believe in religion, for a lot of people having a Faith can help them greatly and so i do not look down upon religion or believe that it has no place in modern society etc.
But my question is: why do these phenomena always seem to occur when:
- The light is dim or it's too dark to see anything?
- You've just woken up and aren't fully sure if you're still dreaming or not?
- Somebody (not you) supposedly experienced that alone and you're supposed to take him on faith?
- etc.
In short, why does it always seem to happen when your capacities of perception, reasoning, and judgment are at their nadir? And why does the "proof" always seem to consist of either shadowy photos, or items which turn out to be mere hoaxes?
Careful!! "Cannot" is a dangerous word to use for a freethinker...

Nah, schizophrenia is a very extreme case, you don't need to go that far.
I think the nomenclature "paranormal" means that by definition these phenomena are supposed to be beyond "normal" explanations, and possibly beyond physical laws. You'd probably need a totally new kind of science to account for it, under the presumption of course that such a thing exists in the first place.
What about paranormal phenomenon that multiple people experience in good conditions (plenty of light, both people not tired, no shadow tricks etc)?
I have experienced paranormal phenomenon that i just cannot explain in a rational/logical/scientific manner and i have known many other people whom i trust who have also experienced strange phenomenon.
Concerning the gathering of evidence, i think the main problem lies in that some hauntings seem to be like an old broken video recorder playing over a certain event at a certain time- this may only happen once a year or once every few years or even longer etc. To be in the exact place at exactly the right time to witness a happening that might only last seconds, is quite a difficult task to perform. Other forms of hauntings seem to have some form of consciousness, and are not events that happen at particular set intevals, but rather the spirit/ghost seems to have power over what is happening at any time in the present.
Whatever the case though, people almost always only experience paranormal experiences when they are least expecting it (i.e. when they are not looking for it or thinking about it etc). But i do think that if there was a properly funded & trustworthy study done be a respectable source, we will eventually find more solid proof for paranormal happenings.
And its only sensible to keep our perspectives open about things like this. There are many things we have only discovered recently, that before they were discovered no-one but a very few would have believed their existence (for example brain cell memory tissue found in the heart). As much as we are a very advanced species, we are only just beginning to accurately understand the world around us- even concerning something as basic as the weather system, there is much we still don't understand about it.
So the fact that we are only just beginning to really understand something as basic & visible as our weather system, i think we are still a long way off from discovering & understanding paranormal phenomenons. We don't even understand that much about the way our own brains work lol!