By the way; there was only one other ghost who didn't know he was dead

That ghost was the teenager from the 1970's/the one who mistakes Cole for his friend and tells him he wants to show him where his daddy keeps the gun. He was actually very calm, and docile, dare I say sweet towards Cole? Obviously, like Malcolm he was shot and died and like Kyra he died by somebody else's actions! The entrance and exit wounds aren't consistent with a suicide and Kyra knew she was dead and was never violent with Cole, just violent illness. Even when she grabbed him by the leg at her own wake it wasn't so much an attack as just to get his attention since she knew he was standing by her bed.
But that poor boy from the 1970's, still thinks he has a friend spending the night with him and has no recollection of being shot; Malcolm on the other hand does have a recollection of being shot. But when Cole told Malcolm that ghosts only see what they want to see and don't know that they're dead, the only other ghost who seems to follow that rule is that teenager.