Probably same reason as to why the living are dragged here, which I don't know. But if what you're asking is why drag living and dead alike, my guess is that whatever it is the power that teleports us to this world doesn't make a differentiation between dead and alive. I could form theories about how the power drags souls and not physical people and we get "copies" of our bodies upon arriving due that same power or something, but... Yeah, they are just theories and without any real base besides the few things we know.

To be honest I try to not think of that part of the whole story much, because some of the ideas I get are quite depressing regardless if you're dead in your world or not.