Boring question #41: If there is no after life how can there be haunted buildings and demon possession?

If there is no afterlife, there is no concept of heaven and hell so there can be no angels and no demons, so those who are believed possessed, and the exorcisms use to drive out the invading spirit is doing what? Maybe these so-called possessed people are really just mentally ill. Then why can a simple exorcism cure them of their mental illness when shrinks can’t? Can being a member of clergy of a made up religion gives you more power over mental illness than a learned shrink with letters after their name and years of college?

I am opened eared, in a straightforward manner tell me how that is logically possible?