more than a few people have theorized that ahsoka is functionally immortal. back in that clone wars episode with the mortis gods, the daughter (the embodiment of the light side of the force) sacrificed herself to bring ahsoka back to life. and since then she's had an owl following her around. i haven't spotted it in this show yet, but it was there when she was introduced in the mandalorian. i don't think there's a clear answer, but i think the idea is that the owl is a part of the force that is just watching over her. a lot of people think that when the daughter sacrificed herself for ahsoka, she, more or less, took the daughter's place as the embodiment of the light side of the force.
then with anakin showing up... well, something wrong. he doesn't have the scar on his right eye, he's not a force ghost... back in the first episode when she's trying to figure out the nightsister puzzle, you can VERY faintly hear the son (which is voiced by sam witwer, could be one of the reasons he keeps showing up in the credits). when anakin shows up, vader's theme is playing. some people are thinking it's an alternate version of anakin where he's still vader, but won against his duel with obi-wan and was never maimed. maybe it's just a hallucination from ahsoka, and she's seeing anakin as she wants to.
but i don't think it's anakin. i think it's the son. and since ahsoka is basically the embodiment of the daughter, i think normal rules of getting into the world beyond worlds doesn't apply to them.
or maybe they're all just smoke from mortal kombat