It's not the first time we've seen them do something like that. Nabriales also re-emerged from the body we defeated in the Chrysalis in an identical form.
As I wrote earlier (
post #22), I wonder if they are not required to be possessing someone at all times, but being in their pure aetherial form leaves them more vulnerable.
So in that scene, maybe Solus had a possessed body to begin with (but transformed to his preferred appearance), Varis shot it, then aetherial-Solus jumps out and continues his monologue. Who knows what would happen if Varis tried to shoot him a second time? It might just go straight through him.