The traditional conception is that ghosts aren't really sentient creatures, but a phenomenon that souls can get stuck in instead of going to the afterlife. There's symbolism there - a ghost is an echo of a person, much like memories of them or the effects they had on the world. There's also a bit of Christian moralizing - a "good" person doesn't stick around because they are eager to join God in heaven, while a "bad" person clings to their earthly life and possessions even if they are only capably of doing so in a greatly diminished state.

The modern conception of a ghost where it's a fully realized person who can just kinda go through walls is an anthropomorphized and secular version of the ghosts that were invented by the Victorians.