Because apparently, they have a lot of free time on their hands. Like, seriously, who needs to haunt a house when you've got an endless eternity to chill in the afterlife?
Plus, they get to wear those sweet, flowy white sheets. You know, for the whole "I'm a specter of the dead" vibe.
But let's be real, the real question is: why do they keep trying to make contact with the living? Can't they see we're busy trying to survive on this crazy thing called life?
The Ghosting Theories, if you will.