My brother, while he was growing up, had an imaginary friend: Ghost Friend. Not so imaginative.
I never had one myself, but my brother always made sure Ghost Friend was around. Playing outside, eating at the dinner table, and sitting around the house. They were inseparable.
At some point, though, my brother no longer had Ghost Friend with him. I am not saying he stopped believing because that is not what happened. What happened was that Ghost Friend took a “permanent vacation” elsewhere. Nobody knows where. He just went away to live his own life (which is weird wording for the supernatural).
Musaigen no Phantom World (Phantom World for short) does not have Ghost Friend, but it does have a myriad of ghostly creatures. They come together to create quite the toss-up of an anime.