Because you're encroaching on spirits, which Phasma happens to value.
I said it before. She comes from a long line of necromancers, exorcists, spirit mediums and assassins. Death is a big part of her life, and she realizes that spirits are what made living people living, therefore they should be treated with the utmost respect.
Good ones helped, neutral ones dealt with according to their actions, and evil ones dealt with. And undead dealt with according to their actions.
“…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)