What was the deal with the ghost in the underground station?
While playing as Nico in the abandoned station, while walking towards the ticket machine, a ghost appeared behind Nico's back near the weighing machine.
You couldn't speak to the ghost and Nico didn't seem surprised in any way. The ghost also had no significance to clearing the puzzles. The ghost was just there.
Does anyone have any idea why?

Try to give him the chocolate bar (if you got it from the vending machine). The ghost will still vanish, but there'll be another exit appearing next to the broken rafters, leading to a funny easter egg about Beneath a Steel Sky (Nico will run into Robert Foster who will get caught into one of the game's instant death trap).
By the way, the ghost is none other than Khan (one of the antagonists in Broken Sword 1) disguised as an old lady (just as in the final part of Broken Sword 1).