With respect I think the OP is rather misconceived. Nobody needs to give a reason or offer an explanation for disbelieving in supernatural beings that are held to exist from faith, when even the advocates cannot prove such things to themselves. But if youre asking whether adamant disbelievers are obliged to defend that view against a given argument, then that is a different question; and the answer to that is a firm yes, of course!, in my view.
But given the nature of the faith-based subject matter, proof of the supposed entity can only be given by the advocate. The doubters can never disprove the entitys existence, not even if they successfully lambast and destroy every argument made by the advocates. So lets make sure the term proof is kept in its proper context, which is to lay it at the feet of those that make the faith-based assertion and not expect reasonable doubt to have prove a disproof against proof (which, again, given the subject matter, is impossible).