Several of Drifloon's Pokedex entries call the Pokemon a "Signpost for Wandering Spirits." What does that even mean?
On the surface, one can take that to mean that where you find a Drifloon, there are probably spirits. Drifloon aimlessly floats through the wind. Perhaps it leads wandering or lost spirits to the afterlife. That's what I personally take from the Pokedex entries.
A creature leading spirits to the other side is not a new idea. People used to believe that once someone died, a crow would take his soul to the land of the dead. Crows began to symbolize death. In Japanese culture, people believed that the souls of the recently dead would reside in butterflies before they joined the afterlife. Seeing a butterfly in your house is a good omen. What Drifloon shares with these creatures is that he flies, or rather floats through the air. What's interesting is in many cultures the dead go to a place believed to be under the Earth, yet flying creatures take them there.
Another popular legend I want to look at is the Grim Reaper. Many look at Grim Reapers as the bringers of death, but something to note is that Grim Reapers lead the dead to the afterlife. People are said to see a Grim Reaper right at death, and some people believe you don't see them until after you have passed. They are believed to guide you to your next existence, however. Could Drifloon be a Grim Reaper? Who says a Grim Reaper has to wear a cloak and carry a scythe?
I think in general, people are disturbed by the idea of wandering spirits. They want to believe that spirits depart from this world when someone dies. If a spirit is left to wander, it is believed to become angry and possibly violent. It's easy to see why the folklore of various creatures leading the dead to the afterlife came about. Drifloon could have very well been modeled after these folklores.
Of all the things I discussed, I like to think Drifloon is like the butterfly in ancient Japanese culture. Drifloon was developed in Japan, after all. What if Drifloon, like the butterfly, houses the spirits of the dead within its body? What if it tries desperately to make it to the afterlife, but can't because it floats where the wind takes it? It's enough to make a spirit angry, vengeful, and evil. It's enough to make a spirit want to take children with it to the afterlife.