She seems to go up to heaven (or probably the Overthere) in the ending, so... was she basically a ghost throughout half the game? Because her cat/Mr Game & Watch forms didn't exactly look haunted or unhealthy.
And why was she trapped in the pyramid anyway? It probably had something to do with the Golden Diva and bosses, but what was the backstory behind them? Why are they also seemingly ghosts?
I always imagined she was dead, and you free her soul at the ending or something like that. ...Actually, I just noticed that all the bosses and Golden Diva have that ghost smoke instead of feet, which probably means that they are ghosts. That's kind of creepy...
I always thought the place they are taking her is her original kingdom. Like... all the levels of the game take place there and when you jump in a vortex they take you there...
and maybe when the golden Diva stole her treasures she escaped to Wario's world? (Heh, Wario World)
Wait, do we know who the golden pyramid originally belonged to?
I figured she's actually hundreds of years old and was curse to live forever as a shadow or a cat. She was immortal but in a terrible state. Think Thackery Binx from Hocus Pocus. When the curse was lifted, she could finally die.