Here is the answer to that first being his murderers were masked including the guy or lady that stabbed him
Second reason is because his life force is connected to sharanya and as a result he is has just remained a presence that can only be felt and experienced.. being connected to sharanya the minute she went into a coma and he died they formed another connection which is on a spiritual level as lovers so therefore he will at the most be around only and only for her sake.. if she is well and happy so is he if she is in danger then he will be her shield... his existence is at the most only concerned with sharanya because she meant the whole world to him besides Goddess Durga whom he considers as his own mother too
So when sharanya was in a coma he too was dormant but the minute she woke up so did he return back for her as a spirit..
No wonder they were like Shrananya ka Shiv and Shiv ki Sharanya
The episode was mindblowing and heartbreaking at the same time... i hope Shiv's murderers get punished
Now its time for ShivAnya revenge story