I've been listening to this song on repeat for over 2 hours...

[Mister Obvious]

Of course, I'm sure it can also happen out in nature etc., no structure required.

In nature though, due to bright sunlight or darkness, it would probably be very hard to see an apparition...

As I described before, they are very translucent, bright, misty, vaguely human-formed figures.

I'd imagine they'd be very hard to see outside. You might think you saw something, but it'd be hard to be sure, whereas it's pretty obvious inside a building/house/room.