I thought it would be fun: putting a little malicious fun into Djinn's character. 

Two instances she willingly let the spirit take her instead:

1) When Yami Bakura made a deal with Marik Ishtar for the rod:
She manages to make the spirit spare Ryou, and take her, in order to get close to Marik, and figure out his whole plan. 

2) When the spirit forcefully took over Ryou in a church at the beginning of Season 5 to look for all of the Millennium Items: 
Sensing that Yami Bakura is after Ryou, Shadow leads the boy to the church where she will confront the entity herself.