Why do Catholics Celebrate Martyrdom?

From  The Liturgical Year by  Dom Guéranger, O.S.B.   The Martyrs are given to the world that they may continue the ministry of Christ on the earth by bearing testimony to his word, and by confirming this testimony by their blood. The world has despised them; like their divine Master, they have shone in the darkness, and darkness has not understood their light. Nevertheless many have received their testimony, and the seed of the Martyr's blood has brought forth in them the rich fruit of Faith. The Synagogue was cast off by God for having shed the blood of Stephen, after having imbrued its hands in that of Jesus. Unhappy they who cannot appreciate the Martyrs! Let us who are Christians take in the sublime lessons taught us by their generous sacrifice; and let our respect and love for them testify that we are grateful for the noble ministry they have fulfilled, and are still fulfilling in the Church. The Church is never without Martyrs, just as she is never without Miracles: it is the twofold testimony that she will give to the end of time, by which she evidences the divine life she has received from her almighty Founder.