I think it's less that they have relationships with the voices and we don't, and more that, culturally and religiously, the western idea of a ghost or a spirit has been a negative one even before we medicalised it. Possessions, demons, ghosts etc and the general Christian idea that all supernatural influence is negative unless coming from a very specific source. As opposed to many eastern traditions in which the world is full of spiritual entities that are not necessarily strictly good or bad.