Souls and ghosts did not behave like normal, living beings, no, regardless of how they may sound at first sight. Ortana and Gustav discovered this first hand, after they found a tavern where they could have a drink at. The Fleshling drinks were strong, so it helped reveal the most raw version of the entities around them!
In a word, everyone was simply terrified. At some point they even were scared of one another, because the alcohol they drank managed to shorten their memory severely, and they couldn’t remember what they were doing here, in the ghost city to begin with. However, somehow they did remember that they were ghosts, or transparent entities, and so were the others around them, so they got scared beyond the grave from one another, as they were reminded that ghosts were real, and not a fairy tale! It was apparently very common for everyone in the tavern to scream as much as they could.