Becuase thats where they love most or there loved ones are still livinging and they want to stay with them.
Types of hauntings
Intelligent - The entity is aware of its surroundings, including living people who are present within the area. The entity's classification can be benevolent, benign, or malevolent.
Residual - It is believed that a residual haunting occurs when an entity visits the same place and performs a repetitive act. The entity is not cognizant of any living persons who are present within the area and often times is not aware of its surroundings as we see it today. These types of hauntings typically occur after a tragic event and the repetitive acts display a portion of the event as it happened. There are times, however, that the residual act is of a mundane act the individual repeated often in life. Generally these types of entities are not considered an actual ghost, but an imprint of energy left at the location due to the tragic event.
Benevolent - A benevolent haunting is of a protective nature. It is felt that the benevolent entity is a loved one looking to protect the living people within an area in which a demon or other possibly violent entity exists. These ghosts are often found to be related to the living persons within the area, but also have been found to be closely connected to those being attacked.
Malevolent - A malevolent haunting occurs when a ghost or demon seeks to inflict harm on the living within an area. It is said that this occurs because the entity is angry for events that occurred in its life, jealous of the living, or a malicious personality in general, seeking attention, or is defensive of its home and wishes the current living persons to depart, or sad and wants others to acknowledge its sadness and to feel its misery. Poltergeist activity is often confused with a violent haunting; usually it is spirit simply seeking attention. A demon can be present if a murder existed in the area.
Benign - A benign haunting occurs when the entity is unconcerned with the living or unaware of their presence within the area. This type can also be connected to an intelligent or residual haunting.
Due to the amount of fraudulent ghost and paranormal doctored photos or faked recordings of spiritual communication, it has become increasingly difficult to produce proof of such occurrences