Perhaps. I had thought of the quote in the context of a distinction between epistemic/Bayesian probability and physical possibility or probability. For us (though perhaps not for Father Brown) the ghost story is physically impossible, it contradicts the basic laws of reality, while the presentation story does not. (In terms of the MWI we might say that there is a branch of the wavefunction where Gladstone offered the Queen a cigar, but none where a ghost appeared to him.) However, we might very well be justified in assigning the ghost story a higher epistemic probability, because we have more underlying uncertainty about (to use your words) Far concepts like the possibility of ghosts than about Near ones like how Gladstone would have behaved in front of the Queen.