One of the key aspects in my understanding of the Celts was their religious zeal. Personally, I believe the afterlife was a big, huge thing in Celtic society.
It's hard to tell how exactly it influenced them, with all the 19th century fables. It might have been to prove their worth for a place in 'heaven'. It might have been to prove their worth for a passage to a next life. They seemed to believe in re-incarnation so the latter is most plauble; failure to do so means you'll just have to try again. Which could explain why such superstitious Celts were so overly worried about leaving behind a good heritage
Think of the heroic ideal. Think of the way religion, druids and magic influenced day-to-day life. It makes sense, doesn't it?
It's one of the things what makes a Celt different from a Roman. While a Roman tries to prove his worth by survival, a Celt tries to prove his worth by dying with a sword in his hand...!