Lorewalker Ghosts

I was running around Dornogal when I noticed that there are lots of Lorewalkers hanging around, no doubt for Lorewalking.

However I was surprised to see a female Pandaren Lorewalker that was completely see through and ghost-like!

Is there lore about this at all? What happens when Lorewalkers die? I remember Master Shang Xi appearing as a ghost to the players twice, but I kind of discarded that as "Wise mentor spirit overlooking pupil" cliche in Kun Fu films.

But is this just common for Pandaren? For their deceased to just walk around, travel to places like Dornogal and chat with the living?