"Alien spiders! Why'd it have to be alien spiders?"
Not a spider.
It was a mech.
A tracking device, that when called upon can sprout legs and run.
Much like the similar devices in Taken and Falling Skies, or even X-Files.
Just because the first series was about ghosts, it doesn't mean that aliens don't exist, who can die also and come back as ghosts... Although, why ghosts at all this season?
The show is called "American Horror" not "American Ghosts" so really, each season they can target/use an entirely new beastie as their big bad.
This year it's motherfucking Aliens.