Ethereal (Bureau)
Warning Spoilers Alert, Storyline Information from The Bureau
Two Ethereals appear in game, one is controlled by Axis and is being forced to use her own mind to control, create and maintain Mosaic. The other is the player (which explains the third-person aspect), he is hidden in the briefcase before Carter is attacked by the Sleepwalker, it then escapes and kills the sleepwalker and joins with Carter. Later after the destruction of the Outsider homeworld, Carter finds out that he is being controlled by the ethereal and as a result killed Axis' ethereal. Later you are offered the choice of joining Falke, Weir or the engineer, before you begin to attack Axis' Second base.
Link to Enemy Unknown
It is possible that these Ethereals are the Ethereals ones who managed to ascend, while the ones that appear in EU are the aliens that failed to ascend and so were forced to live in a physical body.