Wano’s whole deal has been about ghosts and some of the straw hats are having plot lines connected to deceased loved ones. Zoro referenced Kuina, Nami’s bellemere moment , Sanji’s dilemma due to Sora’s sacrifice, Robins illusion, Ace being present with a lot of characters
And obviously the scabbards and the night lanterns
Zoro seeing some actual representation of the afterlife would follow that.