Board Thread:General Discussion/@comment-27407030-20160612194421/@comment-4010415-20160704213143

Or it's just a silly lighthearted non-canon show that the creators wanted to give us to make up for how dark and serious the main show has become. And it acts as a place where the writers can make fun of certain aspects of the main show, such as the shadow people from Volume 1.

I'm pretty sure Ruby's imagination world wouldn't involve a situation where she and her teammates start talking about "weird shadow people" that they saw walking around Vale, when that's not what was literally going on in-universe. It was just that they hadn't had the time to make assets for proper background characters, so they made shadow people.