The Shadowfell of each World (which are artificially created and governed by a god-machine) was used as a means of registering and administrating the various energies of a dead Sentient.
Most of these administrative responsibilities were governed by various minions (my own Shadar-Kai pre-craziness) and Qashmallim (the servants of the god-machine). These involved reporting the number of souls passing through the Shadowfell to the god-machine to see about maintaing healthy-population numbers and letting the souls carry on.
However a unforeseen difficulty arose as one of the ancient Origins (the first Gods) came back into exsistence and found within the Shadowfell a home, this was the Raven Queen. As the Raven Queen began to spread her influence over each Shadowfell on every World the Shadowfell changed.
The minions turned into cultist of the Raven Queen and grew to obsess over her and death. The Qashmallin turned corrupted and became some of the most feared representations of death. The once-smooth operation of soul-management began to breakdown causing a backlog. This backlog has caused souls to stay within the Shadowfell and turn into most of the undead creatures that inhabit it.
Ocassionally a god-machine will send Qashmallim into the Shadowfell to strike back against the Raven Queen. Many souls not yet turned cling to these Qashmallim and are spirited away.