A rock going through air disturbs and displaces the air, not exactly like an angel passing through a wall. “More substantial” as in denser or more solid doesn’t seem to apply. A spiritual world that exists apart but connected to this one, only on a higher sort of level, makes more sense. Those in that one can see and manipulate our world, but we can’t touch or see theirs. In the book of Revelation, for example, events are explained through symbolic metaphors as the result of much greater spiritual forces, as if the physical world itself is only an afterthought. Perhaps analogous to the cosmological concept of dark matter, which is unseen by us but plays a greater role than actual matter in the structure and evolution of the universe.
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Those would have to be one-way interactions. Like: The angel can grab my hand, but I can't grab the angel's hand.
I see problems with that.
Regards,