Just because we have never encountered them does not mean they do not exist.
Records of shamans have appeared time and again since the dawn of Chinese civilization. Since the Qin and Han dynasties, belief in immortals has flourished, and in the late Han dynasty, shamanic practices were widespread as well. The belief in the way of ghosts only grew stronger over time.
As for immortals and Buddhas, there are even more records of them. Laozi, Shakyamuni, Lü Dongbin, and Zuo Ci were not only real historical figures, but also left behind many formulas and methods for cultivation, including works such as the Daodejing and the Taiyi Jinhua Zongzhi.