I always thought it was like in the Monster Rancher games, when the mon know he's going to die he just go away to not hurt your feelings and you never see him again you still cry like a little bitch.
Also the ghost pokemons thing, remember towers npc that cryed about their dead mons? it's implicit that they turned into gengar so it's kind of strange maybe death is just a transformartion to them, like hatching from the egg