Family is one of Demon Slayer's primary themes. The powerful bond between Tanjiro and Nezuko is the aspect that drives the story. Tanjiro trains and fights every day to figure out a way to make Nezuko human again. In return, Nezuko adamantly defends her older brother from danger. However, these two aren't the only members of the Kamado family that protect each other.
In the very first episode of the series, Tanjiro's mother, brothers and younger sister are all killed by the demon Muzan. Despite being deceased, the family members have intervened multiple times now in order to protect Tanjiro and Nezuko. The family seems to be spiritually tied together even through death. Something may be preventing the Kamado family from moving on.
The first time that the spirits of the family are shown is right after Giyu knocks out Tanjiro. The family members have all gathered around him, and his mother Kie tells him to take care of Nezuko. This brief interaction establishes that their spirits are present and will be watching over the two of them. Kie is deeply saddened that she won't physically be able to be there for her children, but she trusts that Tanjiro will make sure Nezuko is safe.
The next time that one of the spirits is seen is when Tanjiro takes part in the Final Selection. While fighting the Hand Demon, Tanjiro is knocked unconscious. The demon is just about to finish him off when Tanjiro hears his little brother Shigeru calling him. This wakes Tanjiro up and allows him to defend himself. From beyond the grave, Shigeru was able to warn his brother and save his life.
A similar situation happens again when Tanjiro is fighting the Fifth Lower Moon demon Rui. This demon had bound Nezuko in his thread and knocked her out. He was about to kill Tanjiro when Nezuko received a warning from her mother. This warning woke Nezuko up in time for her to activate her Demon Blood Art and save Tanjiro's life.
The most recent incident of the Kamado family communicating from the afterlife has been in the Entertainment District. While fighting the Sixth Upper Moon demon Daki, Tanjiro becomes enraged and begins fighting with a new power. During this time, Tanjiro has forgotten to breathe and is in danger of dying. Just as he is about to decapitate Daki, his sister Hanako reminds him to breathe and saves his life.
Right after this incident, Nezuko also becomes enraged and activates more of her demon abilities. Although she is far more powerful, she begins to lose control and hurt nearby humans. Tanjiro is unconscious and unable to stop her. Before Nezuko can kill anyone, Takeo appears and warns Tanjiro that Nezuko is about to lose herself. This wakes Tanjiro up in time to stop Nezuko from taking a human life.
The Kamado family aren't the only spirits shown to be able to communicate with the living. When Tanjiro was training under Urokodaki, two of his former students who died during the Final Selection appeared before him. These spirits taught Tanjiro how to be a better swordsman, which allowed him to pass the Final Selection. All the spirits of Urokodaki's students were unable to move until the demon that had killed them was defeated.
The same situation might be happening to the Kamado family. Their killer, Muzan, is still at large, and their living family members are still in danger. It's possible that until Tanjiro is able to kill Muzan and avenge his family, they won't be able to pass on. Until they can be at peace, the family is dedicated to keeping Nezuko and Tanjiro as safe as possible.
