"Because it's terrible luck to leave a body unburied."

This comes from anĀ ancient Roman superstition. In Virgil's Aeneid, Palinurus, the helmsman of a ship of the Trojan hero Aeneas, is murdered to ensure the ship's safe passage on their way back from the Trojan wars. When he is left unburied his spirit haunts the ship until he is given a proper burial.