I hope they are not too uncomfortable, in that case.

[They slowly start levitating upward, and in, according to her memory, the direction of Beaumont. They should feel rather cold, and a little sinky (like a really plush couch), but otherwise not too uncomfortable. Yuyuko herself floats along as well.]

Phantoms are born that way. From the time of their creation and disappearance, they will always be ghostly and ethereal. A good portion of them are object phantoms, and the detached remnants of humans and other creatures. Ghosts are strictly the spirits of deceased humans and other youkai.