There are a few interesting quasi-naturalistic hypotheses why we see ghosts out there, from etchings in the landscape that play back like recordings, to mental projections from our memory, to bleed-through from other dimensions, but the most parsimonious explanation remains the one that was offered when our species first put pen to paper.  Well, clay tablet.  It seems that ever since we started recording things in ancient Mesopotamia (the reputed cradle of Western civilization and site of one of the species’ first publishing industries, if we figure written history starts around 3100 B.C.), we’ve posited that ghosts come back because they have unfinished business here on Earth.

Death sucks, given the one alternative we’re aware of.  There’s all that rotting.  The weeping relatives.  The estate litigation.  Inevitably, all those smug corporeal types get on with their lives and the business of not being dead, and affectionately write you off as a happy memory or worm food.  If you’re lucky they toast you on your birthday.  They figure you’re either strumming a harp blissfully in eternal paradise or deservedly combusting in a netherworld of punishment.  Ancient Mesopotamians religion was a little less unequivocal.  All the dead went to Irkalla, also called by such cheerful names as “the realm beneath the earth”, “the land of the dead”, and “the land of no return”, where the good, the bad, and the ugly eternally dwelt in dreary darkness, ate dirt, and drank from mud puddles, all under the watchful gaze of Ereshkigal, Queen of the Underworld.  Translations of cuneiform texts paint a not so pretty picture in the tale of Ishtar (Inanna), the goddess of love and fertility, and her descent into Irkalla.

To the land of no return, the land of darkness
Ishtar, the daughter of Sin directed her thought,
To the house of shadows, the dwelling of Irkalla,
To the house without exit for him who enters therein,
To the road whence there is no turning,
To the house without light for him who enters therein,
The place where dust is their nourishment, clay their food.
They have no light, in darkness they dwell.
Clothed like birds, with wings as garments,
Over door and bolt, dust has gathered.
Ishtar on arriving at the gate of the land of no return,
To the gate-keeper thus addressed herself:
Gate-keeper, ho, open thy gate!
Open thy gate that I may enter!
If thou openest not the gate to let me enter,
I will break the door, I will wrench the lock,
I will smash the door-posts, I will force the doors.
I will bring up the dead to eat the living.
And the dead will outnumber the living.’
The gate-keeper opened his mouth and spoke,
Spoke to the lady Ishtar: Desist, O lady, do not destroy it.
I will go and announce thy name to my queen Ereshkigal.
(Jastrow, 1915, p454).

Ishtar was basically the big Sumerian mother goddess, and as it turns out, once she got into Irkalla, in order to return to the land of the living, she needed to find someone to take her place in the land of the dead.  You see, Ereshkigal had some rules (apart from dirt eating and mud sipping), most especially that nobody ever leaves, from the lowliest grub to the greatest goddess.  There were only two exceptions to this rule: (1) if you could find someone to substitute for you, and (2) return as a ghost was possible if you needed to right some wrong.  Pretty much ever since, Western civilization has demanded back story when it comes to the presence of ghosts.  Obviously, our standards of right and wrong have varied across time and culture, as these days we figure hauntings must be the result of some sort of violent and unjust end, whereas Sumerians figured on ghostly visitations if they didn’t make the occasional sacrifice in the memory of their ancestors, but the essential idea is the same.  Clearly, this notion of resting in peace has had great significance for us, even when we assumed that death was a 24-hour dirt eating, puddle-drinking, lightless eternity.

The idea that the ghosts of the dead return to haunt the living only when an injustice needs to be corrected is probably one of our most enduring myths.  It wouldn’t make sense for just anybody to come back.  We’d be seeing ghosts everywhere, popping in for a visit with their old drinking buddies.  And most of these people were boring in life.  Imagine what they’d be like dead.  So, if we see a ghost, we demand a good back-story, because god forbid any of my former cubicle mates want to return as a revenant and get chatty.  It was hard enough to feign interest when they were alive, for as Stephen King once said, “The most important things to remember about backstory is that (a) everyone has a history and (b) most of it isn’t very interesting. Stick to the parts that are, and don’t get carried away with the rest. Life stories are best received in bars, and only then an hour or so before closing time, and if you are buying”.

References
Jastrow, Morris, Jr., 1861-1921. The Civilization of Babylonia and Assyria: Its Remains, Language, History, Religion, Commerce, Law, Art, And Literature. Philadelphia: J.B. Lippincott Company, 1915.

https://esoterx.com/2016/05/15/mesopotamian-ghosts-the-oldest-excuse-for-haunting/