Maybe the 'gravity' of such ghostly appearances is a tell-tale sign of literary treatment, particularly with historical accounts of sightings. Simon mentioned ghostly promenades along pathways adjacent to cemeteries; I myself have read of ghostly processions within churches at night or of funerary rites; and so on. There's a stateliness to such sightings, as if the reader is meant to be impressed with the grave matters of life and death. Think of the famous illustration of Doctor Dee supposedly raising the dead: it's a striking picture and, therefore, the artist has done their job/achieved their aim - to make us ponder, in that old-fashioned way similar to memento mori, upon our mortality. I'm not at all claiming because of such treatments and because of the 'literary style' of such accounts, that ghosts do not exist (how would I know?) but the visual and verbal imagery does nevertheless suggest that trope of a moral lesson, one perhaps being tacked-on to genuine events.
There's a quite lovely quote, written by the acclaimed historian Thomas Macaulay, which I think is rather apt. It is about those noblemen and women who are buried within the church of Saint Peter ad Vincula , which is attached to that infamous place of execution and imprisonment and, yes, hauntings, the Tower of London:
'In truth there is no sadder spot on the earth than that little cemetery. Death is there associated, not, as in Westminster Abbey and Saint Paul's, with genius and virtue, with public veneration and with imperishable renown; not, as in our humblest churches and churchyards, with everything that is most endearing in social and domestic charities; but with whatever is darkest in human nature and in human destiny, with the savage triumph of implacable enemies, with the inconstancy, the ingratitude, the cowardice of friends, with all the miseries of fallen greatness and of blighted fame. Thither have been carried, through successive ages, by the rude hands of gaolers, without one mourner following, the bleeding relics of men who had been the captains of armies, the leaders of parties, the oracles of senates, and the ornaments of courts.'
Fine and memorable language, certainly...but note how the historian has wilfully left out the unpleasant facts, the scandals and the treachery and the unlimited ambitiousness of many of those who lie there; the recklessness with which they acted, so often out of sheer self-interest. In his quest to rail against the (supposed) injustices of established power and to elevate the deceased with claims of their Romantic heroism or pitiful status, Macaulay's poetic treatment glosses over often tawdry, inconvenient facts; but I guess the grit would've spoiled his tale. More saliently to this discussion: the heart-rending tale of Queen Catherine Howard's ghost, of her desperate attempt to reach her husband and so plead for her life, is rather spoiled by the inconvenient fact of Hampton Court Palace architecture - poor Catherine, whose ghost famously haunts the Gallery, never ran there.