Translation:  I don't like their rules.  I like my rules.  And by my rules, they're being illogical.
WDI creates the only reality that exists in there.  It's all made up, remember?  Their rules are reality in there.  There is no other.
I don't think ghosts and demons are the same thing, but in the HM they are, and that's that.  There is no recourse.
I think the Connie additions make perfectly good sense, and I don't think I am being asked to swallow any patent absurdities.  You just need to accept some basic, plausible, unremarkable assumptions about operations in the unseen world.  Their assumptions.  After the ride, you can pick up your own beliefs about the afterlife right where you left them, by the outside gate.