The "ghosts" that we see are not here to harm the Torrances but serve other functions: In Danny's case the Grady Girls warn him of the true danger, Jack.
Even though they’re shown centered around The Games Room and the West Wing Hallway, they are mistakenly conflated with Room 237 (See: “Kubrick as Unreliable Narrator”).
In this image · No.12
The Grady girls aren’t the threat. They are a warning.