No, I don't know of any faith that counts them as being undead.
They're incorporeal (in most faiths), and often said to be incapable of dying in the first place, thus having no need to raise from the dead.
This applies to most faiths I've studied; Japanese, Greek, Roman, Chinese, etc...
“…Judge not what a man has done, but judge what he could have done if he was a different bloke altogether. For art thou a leper? And a leper can changeth his spots…” --Rudy Wade, Misfits (Series 4, Episode 8)