Before their banishment, Hellborn put their dead into rivers of lava which were common in Hell. They believed that after death they become one with Hell in body and soul. Burning of the body in lava was a way of cutting ties with the material world.
After the banishment the funeral ritual changed, but the basic idea remained the same. Hellborn still believe that the bodies must be burnt before they can become one with Hell. As there are no rivers of lava on Earth the bodies are burnt on pyres.
The Mourning Period
In the past, Hellborn didn't have a period of mourning. They just took the body and threw it into a river a lava. On Earth, under the influence of human cultures, they started to develop a tradition of a mourning period. It usually last for about a week or two during which they wear black. Hellborn have no concept of grief, so it is easy for them to end the mourning after a week or two.
Hellborn are a fascinating culture. They have no concept of grief and mourning, but practice a period of mourning to fit in the human communities living next to them.
The funerary ritual also changed after their banishment. In the past, Hellborn threw the body into lava without any ceremony. Today, influenced by human cultures, they gather around the pyre and have a ceremony. Another purpose of the ceremony is to beg Lucifer, the Lord of Hell, to allow the dead person to become one with Hell. From human cultures Hellborn took the tradition of family and friends telling stories about the dead person. When everyone who wished to speak has done so, the pyre is lit. They wait in silence until the body is burnt and the pyre stops by itself.