The more who believed that, the less power their religion had at holding the empire together until it transcended into becoming a vassal and later out of existing. Religion was the foundation of the empire, but judging from the many artifacts we have, at least some did take it very seriously.
Spoiler: they do that so that future grave robbers and archaeologists will know all about the dead person's lifestyle. Surely that kind of everlasting glory has to be worth something to the deceased, one would think?