Not all. Most times when people die they go right to the Astral Plane, no problem. There's enough everyday death that if everyone became a ghost, there'd be no room in the world for the living.

[The result of that good ol' kill or be killed mentality that runs rampant through Faerun.]

Sometimes things go wrong, and that's when the undead come in. Maybe they were murdered or had unfinished business, like you said. Or maybe they were killed in some freaky necromancy ritual. The nature of the death usually dictates the nature of the spirit. Make sense?