A while ago they might've likened that to a ghost, but now that they've learned that ghosts are a rather unfairly maligned monster subspecies with a lot of variation, they're finding that those "shadows" sound like they have a bit more in common with the human SOUL. Or at least, the six nameless SOULs kept inside Asgore's castle. Persisting beyond death, but without any control over what anyone did with them. Mostly, anyway.

*You CALL for help...

They refrain from mentioning it. There don't seem to be SOULs here, anyway.

"So...what do they do, then?"