Encounters With Dead Travelers
Perhaps, when you die far from home, it takes a while for your spirit to realize that the body is dead, and move forward accordingly.
In a Metafilter discussion about the disappearance of Noah Pippin, Metafilter user humanfont laid out a fascinating possibility: that the many encounters with Pippin in the Bob Marshall Wilderness were not with the living man Noah Pippin, but with his ghost. Humanfont goes on to recount one of his own encounters with a ghost while hiking in the high Rockies, an engrossing story which shares many of the hallmarks of the encounters with Pippin.
Tales of encountering a traveler in the wilderness, only to later learn that they had been long dead by then, are rife throughout human history. These sorts of stories have no doubt been told in every culture around the world. (Off the top of my head, I can think of versions from Celtic, Eastern European, and sub-Saharan Africa.)