I guess the thing is this: I could write a setting up that would have everything in the Monster Manual lurking behind a bush somewhere, right, but it's just impossible to have a coherent theme or set of related themes that way.
In another setting I wrote up, I decided that there were no incorporeal undead. This was partly because I was eliminating clerics, meaning that incorporeal undead would be that much harder to kill - I still remember the no-clerics, low-magic game where the DM had us face shadows! Wow, look, my Strength score is now my hit points!
It was also partly because I felt that it helped focus what undead in this setting symbolised: most mages were necromancers, undead were used as servants and soldiers, there was a touch of body-horror going on. It lead to the idea that the towns and cities where magic and mages were dominant had developed very dualistic, "the self is the soul, the body is a shell" religions and philosophies in order to cope with the fact that their corpses would be fair game for wizards after their deaths.
In this setting, which I need to name I suppose, I wanted to use specifically ghouls because of their association with the corruption of the living through cannibalism, and specifically wights because of their association with burial mounds - I had the idea of important burial rites in mind as soon as I got to "wight" in the book. I think I decided to use shadows because they're among the least sentient of incorporeal undead - I didn't want intelligent ghosts or spectres with their relatively comprehensible agenda.