Diana is NOT a ghost. What everyone doesn't get.

She's not a ghost, a spirit, or even dead. (Well, until the very end. And maybe not considering that there's a sequel in the works.) As Sophie tells her daughter, "ghosts can't hurt people."

Diana has psychic abilities. The film establishes this with the message "SHE IS IN MY HEAD" that Diana's father writes in blood on the wall before his death. The film also makes clear that Diana formed a psychic link to Sophie as part of their childhood friendship. The light experiments that the doctors performed on Diana didn't kill her but instead temporarily disintegrated her corporal form. Much like Dr. Manhattan in Watchmen.

But, like Dr. Manhattan, she was able to reform herself. In her case, she used the psychic link she maintained with Sophie as a lifeline, to draw the energy or mental focus or whatever in order to re-materialize her body. Albeit, she can't hold her shape in the light. Perhaps it's a physical manifestation of her light aversion condition or her mental aversion to the light made physical. It's crazy movie science for sure but the point being that it's paranormal/science-based, NOT supernatural. That's one of the things I loved about the movie. That Diana wasn't just another J-Horror spirit-world cliche. That the movie worked hard to establish a unique and creative backstory to explain her powers and condition.