I think things like these (shadow people, ghosts, aliens, etc.) are mere hallucinations programmed into the brain by evolution. The purpose to keep humans on guard and thinking about security, even when there isn't a threat directly perceived (but one might be noticed when senses are heightened - someone is startled out of sleep for instance.) Not that the brain has an extra-sensory perception, but the brain takes a gamble. If there is nothing there then no harm is really done and the person goes back to sleep or doing whatever they were before; if there is a predator stalking though the person could notice it when otherwise could have slept through and later awoken to being devoured.
Some people see the hallucinations more often just because their brain is "on guard" more. (a.k.a. "sensitive", a.k.a. they are paranoid). Almost everyone will not admit, externally or internally, that they perceive things that do not exist, so stories are made up to rationalize their sanity. Thus stories of shadow people are shared.
That is interesting and made me think if I had. I couldn't recall any but then remembered the time when I had stayed awake for 36+ hours consisting of working two shifts of my manual labor job in that time. Near the end of the 2nd work day I started seeing little monsters darting around my peripheral vision. White forms roughly triangular in shape, yet jagged and out of focus. I knew they weren't real and knew I was simply hallucinating from fatigue.
Also the "pasta" stories in those links were poorly written and retarded. The one about the rake especially.