Subjects of Equestria! We are pleased to kick off the Nightmare Night Festivities and the 14th anniversary of the return of our beloved Princess Luna! Join us in celebration!
Even if it had hit her voice box, ghosts aren’t affected by stuff that affects flesh and blood. Plus, now that they’re no longer imprisoned by their carnal vessel, the thing which caused their death wouldn’t affect them anymore. I.e. an arrow to the throat wouldn’t be there, nor would the wound remain.