They do ... but it's rarely with the histrionics of Hollywood. And it's also carefully undertaken, taking into account all kinds of other issues, including social background, psychological factors, issues of possible abuse and so on.
Jesus was in no doubt as to there being a spiritual battle going on. So were the Apostles. The problem in our society is that if you can't empirically 'prove' something, then it doesn't exist. Bible Christians just can't go with that, not least because it disses Jesus' own teaching and practice.
C.S. Lewis wrote this, in the Screwtape Letters, and it's probably still accurate: 'There are two equal and opposite errors into which our race can fall about the devils. One is to disbelieve in
their existence. The other is to believe, and to feel an excessive and unhealthy interest in them. They themselves (the devils) are equally pleased by both errors and hail a materialist or a magician with the same delight.'