Tackle a ghost it has no effect
Bite a ghost its supereffective
But in all seriousness, Agility is described as being a 'Special Technique" in Stadium, and from FireRed/LeafGreen on, it is described as lightening the user, so in this way, it is mystical.
Finally, Generation One is notorious for its oddity regarding types (The abundance of powerful normal type moves in comparison to other types, such as Bug, and the classification of moves such as sand attack, gust and karate chop as normal attacks for example). Psychic types also got set-up moves in all stats (meditate, barrier, amnesia and agility) in gen 1, so that could mean something.