"Ghosts need anchors. Never had one." That spoke a lot about how sad Rorschach's life had been. There was no one to turn to when he died, not family or friends that would have been some remnant of life to cling to. It also showed how socially awkward the ghost was. Thirty years after he died and he still hadn't managed to get close enough to anyone to gain tethers to the mortal world.