The spirits do not come for us this time, but I highly doubt it is for any other reason than they are allowing us through. For while that illusion Azrael cast was entirely convincing, the spirits are not mindless idiots that latch onto the first thing they come across. They were once like me, mortal and weak, and merely the product of people who have perished after being subjected to the cruelties of the world. Their minds, though of mortal calibre, are still sharp, as are their memories. Some might have even experienced life under the merciless hand of the tyrant who rides next to me himself, and thus neither are unaccustomed to his trickery, nor are sympathetic to his ways.
From what I have seen as they have taken chunks of Azrael's spirit, and the way Ingrid commands them like legions of an army, I would consider it safe to say that they are far more mentally capable than Azrael gives them credit for. But he doesn't need to know that.