The craigslist medium said that it is possible for ghosts to cross over to the other world. Well, how come everyone that has died hasn't crossed over? Like, I think Adelaide did, didn't she? Because she was never seen again. But, at the end of the season, Violet seemed to be at ease with no other buisness to take care of. She was completely aware that she died. She wasn't brutaly murdered.
In fact, almost everyone who died didn't cross over. The maid's mother got to. Remember, she said, "Come with me" and the maid said, "I can't mother!" well, why couldn't she?