This is an interesting discussion. A number of natural explanations have been suggested and I think it only makes to examine those before supernatural explanations are even considered.
I have personally never encountered convincing evidence of supernatural activity, so my inclination (perhaps it's a bias) is to only consider natural explanations. Even if something like this happened to me, I would be inclined to accept that there is a natural explanation that may not be obvious.
If I ever did experience something that I thought could only be explained through the supernatural, I would try to at least consider which supernatural explanation is most likely. In the case of this dream, it hardly seems to be "proof of a spiritual afterlife". I personally think some kind of esp would be much more likely. If you accept that the dream was a result of some sort of supernatural communication or connection with another person, I would consider it to be more likely to be from the person who was living then from those who were already dead. I would consider this to be the more likely explanation for this incident, even if the the existence of an afterlife was proven.
There are other supernatural explanations such as demons (either with good or bad intentions) playing with your mind. These may not seem very likely, but they should at least be considered if you are trying to determine the chances of something being the result of a single supernatural explanation.
The human mind is good at developing compelling stories to explain things. The idea of an afterlife is certainly a very compelling story. However, if a person comes to the conclusion that a different supernatural explanation is more likely, even if it is less compelling or meaningful emotionally, it might not be that big a step to go further and consider more mundane natural causes as the best explanation.