Much of Dark Souls revolves around themes of cycles and rebirth, but only the player character is reborn over and over again at bonfires. The undead enemies of Dark Souls, the poor souls who inhabit the bodies of knights, beggars, and warriors past, don't rise again from the flames. Instead, they simply reappear where they were last standing, idly shuffling back and forth and going about their day-to-day routines like zombies. Why don't they use bonfires too?
In Dark Souls, players are given the brand of the Darksign immediately at the beginning of the game. This is a circle of flames which, when activated, will allow the player to return at the last bonfire they rested at, with one stipulation - they will lose any and all of the souls they have accumulated. Obviously this isn't something which comes up very often in gameplay unless players are trying to get away from an area very quickly and don't care how much progress it costs them, but the Darksign is key to why bonfires work for players and not for the game's many monsters, as it also activates every time Dark Souls players die.
Players in Dark Souls are considered Undead. Not only does this mean they have been branded with the Darksign, something which is considered both a curse and a blessing, but it means they will respawn over and over again, never truly dying, until they finally go mad. Having the mark of the Darksign means a person cannot truly die - at least, not for a very, very long time, and it would take many, many deaths. According to the in-game description, Dark Souls' Darksign "signifies an accursed Undead. Those branded with it are reborn after death, but will one day lose their mind and go Hollow." It is these Hollows the player spends a lot of time battling against in Dark Souls.
While there's likely a good gameplay-related reason Dark Souls' Undead enemies and Hollows don't have to use bonfires to respawn, there's no clear in-game lore answer which definitively states why this is the case. The Crestfallen Merchant, an NPC who will sell players items in Dark Souls' Sen's Fortress level, says that he steals his goods from Undead enemies before they go Hollow, but none of them are said to disappear and reappear at a bonfire. In his own words in regards to his wares, he "Stripped off the corpses of fools like yourself. It isn't easy. I have to catch them just before they go Hollow."
Likewise, all Undead are said to be cursed with the Darksign, but only the player actually uses it for transportation. It is said that all Undead creatures in Dark Souls will eventually go Hollow, and from interacting with the game's characters it appears like this happens faster if that person's will and desire to remain human is diminished. Some characters even seem to want to go Hollow, just to escape from the constant torment of repeatedly living through terrible events. While some NPCs like Dark Souls' Solaire do show up at bonfires from time to time, they are never shown actively using them - that's something reserved for the player alone.
Judging from the Crestfallen Merchant's words, it seems like most Undead in Dark Souls simply rise again from the exact same location they died at. Perhaps it is the player character's strong will to live, its destiny to be the next change in the cycle of the First Flame, which keeps them from ever actually turning completely Hollow themselves, and it may be this link to the fire's destiny which keeps them connected to Dark Souls' bonfires in Lordran.
Undeath is tricky in the Dark Souls universe and has been explored through gameplay in multiple ways - in Dark Souls 2, for instance, enemies would eventually disappear forever if the player killed them enough times, indicating at some point they switched from mostly-Hollow to truly-Hollow. No matter the reason, players should be glad Undead and Hollows don't respawn at bonfires like they do, because nothing would be worse than clearing out an entire area full of enemies in Dark Souls only to turn around and have to fight all of them again on the way back out.
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