I have had experiences with pets who have died and continue to roam the house or their cage afterwards. Its not that they're confused or angry, they've either not realized they died yet or their attachment to the people or home they've spent years in is comfortable to them and they don't wish to leave. There is nothing wrong with either and there isn't much you can do about it. Banishing them would make them very upset/hurt. Just leave them be.
After an animal dies, I don't move their things until they move on. When I no longer hear them, sense them and catch glances of them in the house, then I move what was theirs because I know they've moved on. Some visit randomly, especially cats or dogs. I personally believe they eventually reincarnate back into your life if your bond was very strong.
My dog showed up at my doorstep, as my childhood dog did before him. I swear the eyes are the same although he is a much smaller dog. When he saw me, he acted as though he recognized me, and since that day has had a very strong attachment to me. My childhood dog used to act a lot like a cat, even play with string on her back, and this one does the same. It's comforting knowing they can come back to you, death isn't the end of your time together with your furry friends. =)