Star Wars: The Rise of Skywalker finally gave some much needed clarification on Darth Bane's cameo during Star Wars: The Clone Wars sixth season. With the mysterious return of Emperor Palpatine in the conclusion to the Skywalker saga, many questions still linger after The Rise of Skywalker, despite J.J. Abrams' and Chris Terrio's best efforts to answer them. However, the film did clear up a number of threads from other pieces of Star Wars media. Most notably, Star Wars 9 shed some light on one of the most out-of-the-blue appearances in the entirety of The Clone Wars animated series. The cameo in question of course was that of Darth Bane in season 6 episode 13, titled "Sacrifice".
In the episode, Master Yoda travels to the Sith homeworld of Moraband in order to further learn about the deepest mysteries of the Force. He had traveled to the Wellspring of Life and faced a great many challenges in order to be deemed worthy of such knowledge by the Force Priestesses. During his final trial, he encounters the spirit of Darth Bane, the ancient Sith lord who established the fabled "rule of two". The big sticking point in the year following the release of this episode was that Darth Bane, being a Sith, shouldn't be able to manifest as a Force spirit. It is impossible for Sith to learn such an ability, so his appearance should not have been possible. With this arc and many others left open-ended, fans didn't hold their breath for closure.
That is, until Star Wars 9 offered up an inadvertent explanation. Though The Rise of Skywalker didn't explain Palpatine's survival, how he managed to manipulate the soul of Darth Bane has become far more clear. As Palpatine says during his conflict with Rey in the final act of the film, he is all of the Sith. Those who came before him live within him now, as per the rule of two. When the Sith apprentice strikes their master down, the spirit of their master lives within the apprentice. Therefore every generation of Sith lives within one being at any given time. This makes each Sith lord progressively more powerful over time. This was never explored too much further, but the concept was fairly cut and dry.
During the aforementioned episode of The Clone Wars, Palpatine and Count Dooku were attempting to defeat Yoda through their combined knowledge of the Force from their lair on Coruscant. Around the time of their conflict is when Darth Bane manifested and interacted with Yoda on the Sith homeworld. Therefore, it's safe to assume that Palpatine himself was able to "resurrect" Bane in the form of some kind of spectre that would aid in the defeat of Yoda before he became knowledgeable of their plot to overthrow the Jedi. This is not too dissimilar from Force projection nor Force ghosts, but comes off as a hybrid of the two.
Though more of a convenient byproduct as opposed to a straightforward explanation, it is interesting to see retroactive rationalization to something that has baffled fans since it first reached TV screens. It is to be believed that Darth Bane was not on the minds of anyone during the development of Star Wars: Rise of Skywalker, though fans may see the character yet again in the rumored new Star Wars movie.