Disclaimer that I don’t believe in ghosts, but in fiction at least, I think the usual implication is that a ghost is someone who hasn’t passed on correctly. A few people have brought up unfinished business already, but even in stories that don’t bring that up, ghosts are often people who died horribly, prematurely, and/or violently. Sometimes they’re explicitly under a curse keeping them from moving on.
Basically, the circumstances of their existence are wrong, and they’re stuck due to forces beyond their control. That’s kind of the tragedy of being a ghost; they’re often a whittled-down, corrupted version of their living self.
Why would anyone want to be reincarnated? The world is descending into fascism and it won’t be liveable much longer anyway. When I die it better be fucking permanent.