From a thematic perspective why does this sort of mechanic fit well in 
Death?
It is the spirit of a being that has died and is wandering eternally in the afterlife...
It was either
or
... I suppose it might work better in
in some ways, but I didn't really like putting it in the same element as nightfall.
As for the mechanic, this thing is a wandering spirit. It is already dead, so other than slowly decay into nothing-ness it cant be affected.
Its essentially a twist on immaterial (untargettable).
In many traditions, ghosts can be destroyed / exorcised but there is otherwise little that can be done to them.
... I was originally going to have them start off poisoned... maybe that would help make for a better thematic fit?
