Some of them do present harm, yes. But many remain benign and helpful, even if remaining is depressing for them. Often times, it's spirits who feel they still have a duty to fulfill. Protecting a place, or person, or issuing warnings about an object.

[Especially warnings concerning dangerous pre-Ragnarok relics. Meja's encountered those too frequently to count.]

How you die in the Nine Realms is... important. It determines much of what happens to your spirit after.