Hiram Otis is not at all afraid of the idea of a ghost - "I come from a modern country, where we have everything that money can buy". Americans aren't afraid at all of such superstition, after all! This amuses Lord Canterville, who smiles back at the American's lack of concern.
The introduction of the ghost himself, when he is shown to be real, is no less comical. "'My dear sir,' said Mr. Otis,'I really must insist on your oiling those chains," he replied to the clanky chains on the ghost. Everything is cordial and familiar, without fear or even concern. It's simply a situation to be dealt with.