Well, "Holy Ghost" was believed by King James to be evil, a holdover from paganism. And, if you think about it, "ghost" and "spirit" are not necessarily synonyms ("spirit" can refer to an essence, or any supernatural being, while "ghost" generally refers strictly to dead people). So, if you're one who believes that the name you give something has power, it's not a stretch to believe that those baptized in the name of the Holy Ghost have been blessed by something distinctly not Christian. And as baptism is, in many sects, a pact of sorts...yeah. Definitely matters who you made it with.

Also, Pa-chinko, there are over 300 religions that we know of. I sincerely doubt you've looked into every single one of them.