This is present even today, I saw a burial in Eastern Europe where the parents put a game of chess and toys in the coffin. While it will do no good to the deceased my theory is that it is a way for the living to deal with the loss.
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.
I wonder, however, why such Christians (for example) think a prayer for the soul of the deceased would alter God's plan in any way. "Gee," he says to Michael, who happens to be flying nearby, "John Doe was a dirtbag sinner, but that was a really nice funeral mass... Screw what I said in Scripture; let him in!"
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?