But this scene wasn’t in any of the theatrical releases, not even in the US release print. It was put in later in one of the shorter US versions, because there the scene in the desert saloon was cut. And without that scene, which explains that he was wounded (and remember, ghosts don’t bleed 
), one can indeed think he was a ghost, cause the first scene was so directed that one must think that all were dead.
This scene wasn’t in the script, but I assume that Leone shot it because he was uncertain if he really could make such a daring exposition without irritating the audience too much.
But it wasn’t originally intended to be there, and only thanks to the sloppy recreation of the theatrical version by Paramount we now have to deal with it.