Aselra,
As far as we know, neither Smiling Jack nor the Broken King are capable of speech. They seem to be unique in this, as I've heard the other phantasms talk. However, this is, I think, merely an aspect of their character. For example, the Broken King cannot speak because he has been turned to stone.
Croinamara,
Weeping Mary's motivation is to punish or hurt men.
Ulzag's purpose is to hunt humans to eat (according to legend, his preferred meal was human children)
~Tobar
-Alexandre Blythewood
OOG: Zach Theis