If he thinks too hard on it, it's actually pretty scary to consider that there's magic strong enough to turn someone into a ghost when they weren't one before. So no, Lambert's not going to think about it, and he's going to keep smoking, frowning harder. Though there is something about the whole thing that's going to prompt faint amusement out of him:

"You can believe in faeries and magic, but not ghosts?" Isn't it usually the other way around?