In the wizarding world, it's possible to come back as a ghost, and remain in the world we know. Since ghosts are rare, it can be deduced that most people wouldn't choose to become one, but some of the Death Eaters might have feared death enough to consider it. In addition, the Death Eaters who died all died before the Dark Lord himself did, so why didn't the more devoted ones decide to come back to help him?
I think there are actually several different possible answers we can formulate based on the evidence presented to us within the books.
TL:DR It's a super big and terrible commitment for some mischief
It’s actually entirely plausible that after his years at Hogwarts Voldemort publicly denounced the ghost ‘life’. His entire life was devoted to increasing his power and finding a way to live forever. I think we can say with utmost certainty that if he regarded life as ghost with any amount of respect he would have chosen to continue on as a ghost himself.
Having chosen a feeble simulacrum of mortal life, ghosts are limited in what they can experience. No physical pleasure remains to them, and their knowledge and outlook remains at the level it had attained during life, so that old resentments (for instance, at having an incompletely severed neck) continue to rankle after several centuries. Pottermore – Ghosts
I believe the most damning piece of evidence we have towards Voldemorts dislike of the ghost form would be ‘their knowledge and outlook remains at the level it had attained during life’, this alone I believe would be enough to turn Voldemort away from the use of the ghost form.
Now whether or not he publicly denounced them in the presence of the Death Eaters is a different story so lets take a look at a few reasons why they wouldn’t want to regardless of Voldemorts feelings.
Possibility of already feeling ‘Ghostlike’
It’s entirely possible that after their time in Azkaban each of the Death Eaters would feel as if they have already been a ghost. Each of them has seen the Hogwarts ghosts before and even from the outside it is very easy to see similarities between life in Azkaban and life as a ghost.
We know that in Azkaban the prisoners are effectively perpetually tortured through a sort of magic enduced depression . They are alone in their cells but even they can have some form of physical pleasure in the form of food. I’m sure it’s not a five star meal but it’s better than hovering near moldy food like at the deathday party.
The smell was quite disgusting. Large, rotten fish were laid on handsome silver platters; cakes, burned charcoal-black, were heaped on salvers; there was a great maggoty haggis, a slab of cheese covered in furry green mold
Personally the food choices alone would be enough to put me off but that aside I’d certainly be able to draw similarities between my incarcaration in Azkaban and the purely existence driven life of a Ghost. In Azkaban your punishment is living and as a Ghost you have to live with your choice not for the rest of your life but for the rest of, well, ever. For witches and wizards who have grown up with Ghosts for their formative years and spent a large chunk of their life in prison feeling the despair they saw so often on the faces of the resident Ghosts that are fuelled primarily through their own left over resentment. (see earlier quote)
Next I’m just going to cover the general attitude towards Ghosts in the Potterverse.
The castle is a congenial place for ghosts, because the living inhabitants treat their dead friends with tolerance and even affection, no matter how many times they have heard the same old reminiscences.
Pottermore – Hogwarts Ghosts
From this quote we very much get the impression that life outside the grounds of hogwarts is mostly an unpleasant experience they can only be seen by witches and wizards.
Let’s take a prospective look at how common ghosts are in the world of Harry Potter.
Hogwarts is the most heavily haunted dwelling place in Britain Pottermore – Hogwarts Ghosts
Hogwarts has six ghosts and one poltergeist now other than Hogwarts we actually have no other references to ghosts at any point in the series (Other than the deathday party, onto this later). The oldest of these ghosts would presumably be the Grey Lady daughter of one of the founders of Hogwarts. After One thousand years of existence Hogwarts has only collected six ghosts. This, to me, seems extremely low given its date of inception and its reputation amongst ghosts.
Now in the deathday we have to take this quote as the best answer for the amount of Ghosts currently ‘living’ in Britain.
The dungeon was full of hundreds of pearly-white, translucent people
Presumably in Harry Potter wizards have been around for as long as muggles have been around.
permanent settlements were only established within the last 6,000 years - https://en.wikipedia.org/wiki/England#History
We will take the 6000 years as a semi-accurate presumption for when the first wizard also appeared.
Now the populations would not have been as large back then but it’s certain that there would be more than a couple hundred ghosts formed over the past 6000 years if not for the clear stigmatism surrounding them and mainly becoming them the witches and wizards of the UK have been growing up with at least one ghost for one thousand years and it’s often stated that no smart person would ever take that route.
I’m also wondering what they’d be capable of doing other than inflicting a spook upon some pupils and making the more temperature sensitive students flee in a shivering mess. This seems like a pretty small amount of mischief to cause based on the commitment it takes.
First, being a ghost is vanishingly RARE, given the population of wizards. Hogwarts, with its many ghosts is supposed to be the most haunted place in Britain.
Second, well, frankly if you had failed Voldemort (and if you died, yes, you likely did) how badly would you want to come back and serve him? What's scarier. Death, or coming back to Voldie after having failed him? In a form that he might find a way to torment for an eternity?
Third, most of Voldie's followers were not very loyal, mainly they were out for themselves or afraid. If you're talking Bellatrix--she'd want to stay with Voldie and protect him, but if he's dead, well...no unfinished business, there. Now if you are talking Barty Crouch Jr.--he is actually the BEST candidate for coming back as ghost to serve ol' Vold, however, special circumstances surround Barty's death, if you recall. His soul is sucked out his body in a Dementor's Kiss. Pretty sure there's no ghosting back from that.
Fourth, besides the rarity, most "unfinished business" can be taken care of quickly. Not all of it, certainly, but much. So they might pop back to give Voldie a message and then consider business finished.
Fifth, I am not sure what the rules are on where ghosts can go, how they can travel and how much energy that takes. The question is, how much use CAN they really be in that form? They can no longer use magic, and most can't even pick up a fork. The only thing they actually can do is intelligence, and even then--they frickin' GLOW. As far as wizards are concerned, how much can they do?
Last of course, under how much power do they really have, there is an example of a ghost being chastised by the ministry:
Following her death, Myrtle returned as a ghost so she could haunt student Olive Hornby in revenge for her teasing and insults. Olive went to the Ministry of Magic to restrain Myrtle, who was thereafter obliged to remain at Hogwarts School of Witchcraft and Wizardry.
Moaning Myrtle ghost stalked Olive Hornby but didn't do much else. And the ministry shut it down. We have no evidence of ghosts being able to use the magic they could when living.
According to J. K. Rowling, to become a ghost, a person must choose to do so:
It is those with 'unfinished business', whether in the form of fear, guilt, regrets or overt attachment to the material world who refuse to move on to the next dimension.
Even if they did come back, they would be of no use to Voldemort:
Having chosen a feeble simulacrum of mortal life, ghosts are limited in what they can experience. No physical pleasure remains to them, and their knowledge and outlook remains at the level it had attained during life, so that old resentments (for instance, at having an incompletely severed neck) continue to rankle after several centuries.
In the books, we aren't actually told whether any Death Eaters return or not. It could be assumed that some did, but they would then be harmless, and easily expelled.
So while its likely that most Death Eaters did not become ghosts, some very well may have done.
I don't really think death eaters would come back to help Voldemort. Because they all were terrified of him, and I honestly think they would have been glad to have gone. Take Lucius Malfoy for example. He was just scared of Voldemort. But then again there are people like Lestrange who adored the Dark Lord.. But I think knowing he was dead, she didn't want to come back.