A deep mourning for the death of martyrs is appropriate because this is how heaven responds to those who have been slain because of the word of God and the testimony they’ve maintained. I’m thinking of Revelation chapter 6, where we read of the souls of those who have been slain because of the word of God and the testimony they maintained, calling out in a loud voice, “How long, Sovereign Lord, holy and true, until you judge the inhabitants of the earth and avenge our blood?”
There is a holy, reverent anger—that’s certainly the kind of weeping the Lord Jesus was involved with in the death of Lazarus. Not anger at the persecutors particularly, but anger at the Fall that we have brought about. And according to John’s vision in Revelation, this is how the very souls of the dead in heaven respond to death—in light of the need for their blood to be avenged.
We’re told that each of them was given a white robe, and they were told to wait a little longer, until the full number of their fellow servants—their brothers and sisters—were killed just as they had been. So, every martyr, every person who is killed as a result of persecution, adds to this wail that is taking place in heaven.
Our mourning for martyrs—even in our own day—is echoing that wail of heaven against the injustice of martyrdom.