The righteous dead, in a nutshell:
They are martial, holy ghosts, who train to act as agents of the Unconquered Sun aboard the Daystar and abroad. They are giving up a chance to continue their worldly stories in order to do so, becoming agents of Ignis Divine. This is the trade that stops the idea from being a blanket disregard for the Underworld; the righteous dead are following a strict path and live in a realm set apart from the world, where they are driven and contained by the very forces which have allowed them to be. Only someone who could be content with this choice would take it. They always have the choice of lethe. It should be noted that some would rather become part of the Daystar forever. This is not an equivocal statement.
The lumina are a further expression of this design. They are even more removed from their former selves than the righteous dead, and more powerful. This comes at a risk. They could be destroyed by the process, and once a soul has become lumen, it cannot pass on to lethe. They have a slightly different range of movement than the righteous dead, as they can move without order from the Unconquered Sun but only to a very limited degree.
Notes:
About the transparency in the vicinity of the heart. This is not a Hollow reference. Many sacrifices to the Unconquered Sun have their hearts removed. Transparency of the heart does not necessarily mean a big giant hole in the center of your chest. Although if you want to think of them in terms similar to the Hollow or the Heartless, be my guest. They're still ghosts in terms of appearing as humans do, except they've had that deathly pall and CoD connotation removed.
About Hollow/Arrancar comparisons. This is off-base. Reread the descriptions of Yjimatria, Rahu, Urziak, and others. I don't recall any Hollows looking like gigantic bears made of quartz with red glass claws and jade fangs. The lumina look absolutely nothing like Hollows.
What this is all about: the lumina are gigantic monsters and guardian spirits birthed within the sun's flames to protect the Daystar. They may also emerge within Creation. That is the simplest motivation behind their invention. It is not an unbalancing statement about the game, but rather that the Unconquered Sun was choosing heroes of light and forging them into defenders and agents well before the Primordial War. In his flames, they meditate, train, and evolve, becoming ever closer to the potential and godlike power they had held within themselves, becoming as living legends within the Sun's flames. This is a metaphor, but not a challenging one.
The end result is that there are a few ghosts who would rather go into the service of the Daystar to become the fullness of their dreams, rather than languish in the Underworld or simply pass on to their next life. Of these, some are strong enough to do it, some are not. The end result: gods of light and flame forged to defend the sacred halls of the Daystar.