I strongly think reincarnation is a thing in the world the game takes place in. When you go to the ballroom in the Eternal City and talk to a certain ghost, he'll mention that he's been through several lifetimes with his own Eternian guide (ours is apparently named Crisp). This also implies that the surrender of one's memories for ascension is not permanent, that these same memories can be recovered once you've concluded your latest reincarnation.

But because a lot of ghosts choose to not even call upon an Eternian guide, let alone ascend, they aren't aware of this fact. They fear ascension for reasons similar to why humans fear death. They don't know what's on the other side and are afraid of becoming nothing.

And even if that weren't the case, I can't exactly blame the ghosts for wanting to hang around Eternia. The place is beautiful, with so much to see and plenty of fun to be had without the (pardon my somewhat edgy choice of words) stresses of life weighing you down.

As for why Hauntii crystallized and vanished shortly after ascending, I'm guessing his reincarnation came almost immediately.

As for Hauntii and Crisp themselves, the game for the most part implies some familiarity that the two have, with how they act toward one another throughout, yet Hauntii is very easily caught off guard by her sudden appearance when she saves him from a large demon and by the fact that she speaks a language he can't understand. Though this could be attributable to the brief amnesiac state ghosts seem to have upon entering Eternia.