It's complicated, I don't think this problem can be resolved in one or two sentences.
For example, there is clear relationship to how specific the claim/belief is. Lack of evidence is more important for very specific and easily testable claims ("I can bend this very spoon in front of your eyes") and less important for general claims ("some people can occasionally perform telekinesis").
Oh, and there's lot of evidence for paranormal claims. It's just that this evidence is contested. Some of it has been conclusively debunked, but not all.
Trying to not get sidetracked into that specific sub-discussion: should you be skeptical of any given paranormal claim (specific or general), if some people have tried but nobody has been able to produce clear evidence for it? "Clear evidence" here meaning "better evidence than we would expect if the claim is false", per the Bayesian definition of evidence.
Should you be more or less skeptical than upon first hearing the claim, but before examining the evidence about it?
I think I'm not getting why you object to "AoE is EoA", if...
David Chapman criticizes "pop Bayesianism" as just common-sense rationality dressed up as intimidating math[1]:
What does Bayes's formula have to teach us about how to do epistemology, beyond obvious things like "never be absolutely certain; update your credences when you see new evidence"?
I list below some of the specific things that I learned from Bayesianism. Some of these are examples of mistakes I'd made that Bayesianism corrected. Others are things that I just hadn't thought about explicitly before encountering Bayesianism, but which now seem important to me.
I'm interested in hearing what other people here would put on their own lists of things Bayesianism taught them. (Different people would make different lists, depending on how they had already thought about epistemology when they first encountered "pop Bayesianism".)
I'm interested especially in those lessons that you think followed more-or-less directly from taking Bayesianism seriously as a normative epistemology (plus maybe the idea of making decisions based on expected utility). The LW memeplex contains many other valuable lessons (e.g., avoid the mind-projection fallacy, be mindful of inferential gaps, the MW interpretation of QM has a lot going for it, decision theory should take into account "logical causation", etc.). However, these seem further afield or more speculative than what I think of as "bare-bones Bayesianism".
So, without further ado, here are some things that Bayesianism taught me.
What items would you put on your list?
ETA: ChrisHallquist's post Bayesianism for Humans lists other "directly applicable corollaries to Bayesianism".
[1] See also Yvain's reaction to David Chapman's criticisms.
[2] ETA: My wording here is potentially misleading. See this comment thread.