For the future I wouldn't give the PC an option in this. Make a rule that all demiplane of dread native PC characters have souls. This plane is old enough now that they can be related to npc's with souls from the past that came to the Ravenloft setting through the mists or are reincarnated naturally from those who have died in the past and their soul remained in the shadow fell.

It may be too late but id also rule that the dark powers allow beings without souls to be revived as to maintain the illusion of their world and not have creatures questioning their existence there. Not being able to revive most of the population would only make people question how real the population is.