These "spirits" are pretty well known and have not left the building. However, I agree that telling them to stay would be affective. You can also ask your guide about it. I'd say you may be more comfortable skipping the wing for the criminally insane as well. The Spirits are friendly. The tour is only as scary as your imagination allows.
My suggestion is, when you leave make sure to tell them they are not to follow you home, or they may attach themselves to you. Also, if you purchase anything do the same thing.
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