Thing is, most of the paths to acknowledging the existance of evil spirits come through also acknowledging the existance of good ones, ie. religious paths. And once you've got the good guys on your side by being religious, the evil ones don't tend to be too threatening. "Woo! I'm gonna do evil stuff to ya!" "But my best friend blows up cities and comes back from the dead. Watcha gonna do, demon suckah?"
That doesn't make for good hack'n'slash adventuring, though, so it's altered slightly for D&D...
Now, personally, I do think there are things out there that science can't explain (having done a few of them myself), and I've heard of some rather freaky things from second- or third-hand sources. Like someone who'd never had a great education suddenly carrying on rather nasty rants in half a dozen languages that make Latin seem modern. It's kinda hard to pin the spontaneous manifestation of that sort of thing on mental illness, and I reckon it's probably a good idea they got a priest in. And this was just a couple of decades ago in this city (I think), for those who question its validity.
But I'm also of the opinion that humans have altogether too high an opinion of their species - we think we're the greatest life-form in the Universe. What if we aren't? What else could be out there? It's a pedantic point of etymology, but the world 'angel' can refer to anything that's better than human. This doesn't presuppose the existance of any extended cosmology; you don't need a God and a Devil to have such angels. Heck, you could write the word 'angel' all over the Cthulhu mythos. But doesn't the possibility exist that we might not sit upon the throne of all Creation?
Just asking...
And before you ask, I'm also of the firm belief that mental illness is real, that humans have free will to do good or evil, and that Occam's Razor is a very good thing. So basically I get to sit astride the proverbial fence and keep an open mind.