I agree that there are things whose mechanism is unknown. But it seems as if you are saying there are things without mechanisms at all. That's what I don't get.
There may be a mechanism, but its relationship to what we currently think of by the word is sufficiently remote to render it invalid as a description. The vacuum between data (poltergeist accounts) and proof (lab testing) is filled by the description 'anecdote'. Anecdote operates as a kind of materialist purgatory, where claims are placed before succumbing to the inevitable mechanism. However in cases of strange phenomena, the gap between accountability (method) and data (testimony) is unbridgeable because the mechanism is wholly lacking, leading to the kind of crass assumptions skeptics habitually make with regard to such phenomena.
Poltergeists are interesting because they manifest material phenomena, without conforming to any of the usual conditions such things operate within.