The fact that a fylgja dies dies after it's owner dies is an immutable truth of nature - it's as sure as the sun rises and sets. However, as all thing are in nature (even immutable truths) are never certain, the universe or something else made an exception as something went wrong (or horribly right) and this fylgja was left behind. They wander; a shadow drifting to whatever traces their master left behind - their home, their grave, even their children or spouse. As lingering fylgja are unheard of, their presence is greeted as a warning omen of bad things to come, but grieving family members accept anything left of their dearly departed. The fylgja is both a comforting presence and a painful reminder of what they've lost.