Everyone does that? Most of the Dead in the Old Kingdom stayed in Death, unless they were reaped by a necromancer and made into Shadow Hands. Which... are essentially your Walkers, from the sound of it. They're dead spirits who occupy dead bodies, and either obey the whim of the necromancer who bound them, or simply try to destroy any Life they can find.
That's why we have the Abhorsen. To deal with necromancers and free magic creatures, and send the Dead back into Death.