[In the following, St. Peter Chrysologus answers the question of why keep the martyr's days, their "heavenly birthdays"?]
Dearly beloved, when you hear about the birthday of the saints,do not think that mention is being made of their birth from flesh into life on earth. There is a question of their birth from earth to heaven; from toil to repose; from temptations to rest; from tortures to delights which are not fleeting, but strong, firm, and everlasting; from worldly hilarity to a crown of glory.
Such birthdays of the martyrs are celebrated in a fitting way. Therefore, when a festival of this kind is being kept, do not think, dearly beloved, that the birthdays of the martyrs should be ceebrated only by meals and more elegant banquets. Rather, what you celebrate in memory of a martyr is something proposed for your imitation. Consequently, dearly beloved, observe the ardor of the congregation which is present. At one time on this date a mob of evil men stood by, when, through the tyrant's orders, St. Cyprian was being maltreated. There were crowds of evil-doers and bands of onlookers. Now, a devout multitude of the faithful has assembled to rejoice. Then, there was a crowd of furious agitators; now, one of those who rejoice - then, a band of men without hope; now, one of the men who are full of it.
It is for a purpose that the birthdays of the martyrs are celebrated every year with joy: that that which happened in the past should remain in the memory of devout men of every century. The festival is carried out, dearly beloved, that you may not say that you know nothing about it. The festivities are celebrated annually to keep you from saying: I forgot.
- Homily 129 on St. Cyprian the Martyr