Self-immolation as a form of protest has millennia of history behind it, especially in Buddhism and Hinduism. Ancient Greeks have records of it. The Indus Valley have records of it. Ancient Chinese have records of it. Tibetan monks set themselves on fire in order to protest for an independent Tibet. Norman Morris set himself on fire at the Pentagon to protest the Vietnam War.
Please don’t reduce an active form of protest against someone’s oppression as someone simply “killing themselves” and “shouldn’t be celebrated”. It’s a pretty narrow and callous world view that may reflect your experience, but not of wider human history.