: Where in Myth I does it say that.
In the manual. GURPS, on the other hand, comes to something of a compromise, leaning somewhat towards the Myth2 interpretation, saying that "The most common belief is that most Shades, as powerful as they are, don't weild magic-weaving skills sufficient to transform themselves into the undead. They instead bargain with an even more powerful Dark agent for the conversion, which would explain why so many of these notoriously self absorbed fiends serve a lower purpose."
And Archer, PLEASE don't go into another rant about how GURPS is useless. Hell, it's even making the same point as you!