People become fiends if they die in a way they can't accept. If something terrible happens and their spirit stays in this world, they may become twisted into a fiend.

However, there's another possibility. If a person is bound to this world - by some incredibly strong desire or purpose - they can remain in control of their mind and their form.

Auron made promises to Braska and Jecht, to look after their children. That oath, and the bond he shared with his friends, was strong enough to keep him intact. Once Sin was defeated, he no longer had his binding purpose, so he let Yuna send him before he lost control.

Seymour and Mika both have strong purposes, too. Seymour's goal was to gain control of Sin and destroy all life, ending suffering in Spira. His insane desire bound him to the real world, and prevented him from fully becoming a fiend or passing to the Farplane. Grand Maester Mika, on the other hand, was bound by a sense of duty to the teachings of Yevon. He was reputedly one of the best leaders they ever had, and he stayed to maintain order.