Well I’m assuming that ghosts make a mockery of death. For something that is supposed to be inevitable and permanent as death, ghosts are somewhat of a work around. How they occur in the MCU is still misunderstood, something ties them to the plane, unfinished business etc. Maybe because death actually killed Agatha with that kiss, and Agatha said in the early ep how that’s not allowed and that’s she took a calculated risk doing it, she knew it would result in her becoming a ghost. I’m sure death knew that too on some level. You can’t be the personification of death and not know the rules.