A Sha primarily targeted two things: First, a means to secure Fear Qi that it could either use as is or convert it into Ghost Qi. Second, it targeted a body part/memory/emotion/item of its targets based on what it sought.
Based on what they sought, a Sha became as terrifying as possible. Moreover, the more it grew, the greater its range of action until finally, it becomes a ghost beyond the city's capability to handle. In their records, a Ghost had once become such an existence and had to be fought using a large army before it was finally slain. It was a pyrrhic victory.
When a Sha condenses a spiritual form, it becomes a Ghost. It becomes mobile, moving anywhere within a certain range of its shell. Moreover, if its shell moved, it could travel to new places. But when the Sha fuses with an area, it becomes a Poltergeist. It obtains the ability to control everything in the area at will but cannot travel places. It was bound to the place for eternity.