Be happy you haven't felt or seen anything!
I could seriously have done without some of the experiences I've had, lol.
Not all physical btw... we also had non-physical stuff appear/happen in my ex's house that we couldn't find any rational explanation for. And my ex was probably even more skeptical than you.

I don't see anything myself, did as a kid, but not anymore. I don't want to. Feeling things can be overwhelming enough :/ And it scares me to be honest. Not feeling things that are normal to me, ppl's energies, energies around us. But being able to feel those, means you can also feel less pleasant stuff. Not keen on that, but have learnt to deal with it if need be.
Sometimes I hear things, did as a kid as well. Don't like that much either.
The last thing I've heard, can't even describe it, other than "not from this realm". And I wasn't scared, worried, anxious when I heard it. I was totally happy, at peace. So no psychological reason for it whatsoever.

I think you mostly don't see/hear/feel anything because A you're not tuned in and B you are very strong. No point in trying to reveal yourself to someone who won't hear/see/feel you nor to upset someone who's not easily upset.
You'd prolly make an excellent exorcist if you were taught how to tune in etc.

SOrt of, not really... Anyone and everyone has the ability to be(come) so called paranormal, sensitive, intuitive etc etc, just that it comes easier for some to 'awaken' those qualities and abilities in themselves. And yes, it can be more prevalent in some families. Some cultures and families are more open to it, so it comes easier for them. But anyone can learn to 're-awaken' those qualities, we all got them. So in that sense it's not a big deal.
Just that not everyone needs to be an exorcist, like not everyone needs to be a plumber this life. It's kind of like a calling. It's not an easy task, hard work and can be very unpleasant.
Others are just intuitive and can sense when aunt Mary is going to call or when friend Betty is going to fall ill or whatever, and anything in between that and being very paranormal.

And it's all to do with energy. We are energy forms as well, even though we have a physical body. If you wouldn't have energy anymore, you'd be dead. Well, your physical body would be.
And there are lower frequency energies, higher etc. According to laws of physics, high flows to low, which is why ppl with higher energy can lose (part of) it to lower resonating ppl. Then they get tired, may start to feel unwell etc. Same when you are in a place/building/woods with lower frequency.
You can learn to not get drained, so you don't have that problem anymore, but you will definitely sense you're in a 'lower resonating energy' area. And you'd want to leave as well because it simply doesn't feel good. It's uncomfortable.

Most of what you come across is negative energy ---> by which I mean, not demonic. Not even always 'persons'. Arguments, illness, battles, killing, war, intense fear etc. leave negative energy too. This energy can steep the building (bricks and mortar) and/or the soil it's built on. In such cases there's not necessarily spirits/entities involved, just bad energy that needs to be cleansed.
That's why building a home on a leyline or a waterline is not favourable. THey always carry energy, mostly energies you do not want, often energy that can make you physically ill. THen you see doctor after doctor and no one knows what the heck is wrong. You move house, or sometimes simply move your bed (away from the line) and you're miraculously cured.
Esp water is nasty. Water absorbs anything and everything and carries it with it. So let's say it wells up in an area with bad energy, due to an ancient war for instance, the water can run for miles underground or above ground, run under your home. You will get the emittance of that chit energy in your home.

Anyway, just some other information. It's not all demons. Mostly it's not.