I always thought of the Ghost type Pokemon of the game to be more like the Ghosts of Casper the movie... sort of like Pokemon who died but hadn't moved onto the after life for one reason or the other, the Marowak who died protecting it's cubone from Team Rocket in Red/Blue so she stayed there to mind the Lavender towns tower. Or the way it appears the original Trilogy of Ghost Pokemon appear to not want to move on so they could cause mischief not unlike the 3 uncles in the Casper film again.
My thoughts would be when a Ghost Pokemon has finished its time being a ghost... it moves onto the afterlife where it joins the other Pokemon who died and went there directly.
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