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In "The Secret of Father Brown" by G. K. Chesterton, Father Brown said:

If you try to talk about a truth that’s merely moral, people always think it’s merely metaphorical. A real live man with two legs once said to me: ‘I only believe in the Holy Ghost in a spiritual sense.’ Naturally, I said: ‘In what other sense could you believe it?’ And then he thought I meant he needn’t believe in anything except evolution, or ethical fellowship, or some bilge.

What's meant here by "ethical fellowship", as I don't see anything like it in my search?

And I didn't get why the listener thought Brown meant he needn’t believe in anything except....?

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"Ethical fellowship" is a sort of a keyphrase for secular beliefs that there are right and wrong actions distinct from any religious framework, as per Felix Adler's Ethical Movement. So Father Brown is basically alluding to two secular (often associated with atheism) movements, evolution and ethical fellowship, to take a dig at people believing that anything spiritual is merely hypothetical or metaphorical.

As per "Basis and Obligations of Ethical Fellowship" (bolding mine):

The Ethical Movement is based on the belief that the good life is the supreme object of human endeavor, and that mutual help and combined effort are needed to attain that object.

Its bond of fellowship is the desire -- nay the imperious sense of man's sacred duty -- to realize this goodlife; to be continually confirmed and aided in practical devotion to it; and to see more clearly and widely wherein such a life, in all its personal and social requirements, consists.

The significance of such a bond may be appreciated by comparing it with that which ordinarily binds men in sectarian religious association. The latter involves an agreement to think alike upon certain disputable problems as to the ultimate meaning of human life and man's relation to the world in which he lives. On the other hand, this bond of ethical fellowship is based on the common recognition and pursuit of a duty, binding upon us all, of living according to conscience and knowledge....

Amusingly, the choice of "ethical fellowship" may have resulted from a personal grudge as per an account in Ian Kerr's G.K. Chesterton: a Biography:

.... The 'immeasurable annoyance' with which Chesterton had to decline an invitation to 'sup' with the publisher John Lane and his wife was 'increased by a bitterly ironic fact' that he was 'engaged ... to lecture to a body bearing the wonderful name of THE PECKHAM ETHICAL FELLOWSHIP. Isn't it too beautiful? I'm sure they come out of a book. I only wish they'd go back into it.'

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First of all, the man is saying that he is a "secularist." Specifically, he is an "evolutionist" (as opposed to a "creationist" who would believe in the "divinity" of the Holy Spirit, rather than just its "existence" in a "spiritual sense."

That said, if the man doesn't believe in "divinity," from what does his views on right and wrong derive. The answer may be, "ethical fellowship," which is another name for the social contract. Whatever the faults of this construct, it's still better than a "Hobbesian" world of "all versus all," because there is "peer pressure" against people's basest instincts, and an impetus to helping others in a mutually beneficial fashion, enlightened self-interest if you will.

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