>>724762859
It's just growth in the end. You can think of Teddie as someone who started as a Shadow, but eventually grew beyond the scope of that definition, becoming a true "Cognitive Being". Some cognitive beings adopt the form of an archetype in the Collective Unconscious, manifesting as gods. Erebus, Nyarlathotep, Philemon, Izanami, and Yaldabaoth are like this. Other cognitive beings like Igor, the Velvet Room attendants, and Morgana also exist, they just don't adopt an archetype for their form.
In Persona 3 Strega's Personas were forced to awaken, and are thus volatile and largely uncontrollable. At one point Chidori lost control of Medea, who manifested in broad daylight in her hospital room, trying to strangle her to death. At that one moment Medea had enough power to manifest there.
As for why Teddie developed an ego, it was because he kept interacting with people that did have egos; the Investigation Team. He was accepted into their group and learned more and more about life, and grew from there. It's kind of like how when Aigis couldn't handle the grief of the P3 protagonist's death she suppressed her humanity, which manifested as the Shadow called Metis. Metis was formed from suppressed humanity, so she could wield a Persona too.