Culture by its very nature makes room for some practices and some people, and excludes others. Thieves and criminals and ghosts and goblins have no place in culture. But they all find refuge with Shiva. Shiva is surrounded by all manner of creatures that society deems to be demons. He sits with them, dances with them, and includes them. It is not that he excludes members of society, but members of society find it difficult to connect with a divinity who does not discriminate like them.