Ok, was I the only one who thought of Monty Python at the end when they were all saying "We're not dead!"?
Many theories about ghosts is that they do not realize that they are dead. That was clearly the case here, as Grace and her two kids thought they were all still alive.
And the ghosts seem to inhabit some kind of parallel world to that of the living, and occasionally they cross over with each other.
And even when they realize the truth, Grace and the kids are gonna stay in that house. Heck, they're probably still there, 75 years later (the movie is set in 1945).