It isn't that Nathan is any more comfortable with the idea of their little community being haunted. This very much still bothers him, but the fact remains that there are things that need to be done and the ghosts have yet to be hostile. So he tries to shove down his instinctive fear as much as possible.

He is not ignoring the ghosts as he walks; that would be foolish, in his estimation. Just as foolish as . . . following them would be. Which is exactly what he sees Misa doing. He debates speaking up; she's probably fine, but he is still very wary of what's happening in the village right now.

Quietly, as he always speaks: "... Misa?"