Under Roman rule, which covered a large part of the civilized world around The Mediterranean, to be a trouble maker or a magician or an insurrectionist was a capital offence.
To live back then in a civilised society was a boon. Naturally for the sake of law and order certain compliances had to be met to as part of the social bargain to be a Roman citizen. Among them were included the requirement to respect the “genius” or spirit of the emperor, not to be an atheist and to respect the Roman gods. It was deemed that those who were not for the Emperor were against him.
There is a price to pay for every benefit. When Christianity started to grow in the second century, because of its subversive nature as far as the state was concerned, a number of successive Emperors proscribed membership under penalty of death. According to the Christian belief, Jesus had been crucified because of scripture and could redeem mankind from death, to the Romans such a man would have appeared a magician, saboteur and insurrectionist.
Those who became infused with this idea could easily be executed for holding the belief as exemplified by Justin later called Justin Martyr. He told the authorities that it was likely he would be betrayed by his opponents and he would be executed for it, and indeed he was around 165 CE along with many of his students. The elderly Polycarp was executed the same year by being burned alive burning in the arena.
What was noticeable and looking back still remains a conspicuous detail of Christian martyrdom is the unthinking commitment with which church members apparently approached their deaths. Sometimes they used their execution to cheerfully celebrate the opportunity to “be with Christ”.
Incidentally Christianity was not a coherent or monopolistic cult at this time, there were many strands of belief from the Gnostic or spiritual ‘left’ and the bishop driven ‘right’ with many variants. Believers from all parties looked forward to glorying in death but others also reasoned that their saviour (whichever one it was ) came to give his life for them and they were not going to throw their life away on a whim.
The early Church made the greatest capital out of martyrdom along with miracles-- (read up on the martyr Blandina if you have the stomach for it) but looking back do you really believe any of them personally actually benefited from their loss of life?
JWs are sometimes compelled by “belief” to literally sacrifice themselves by rejecting blood transfusions (in Greek martyr means simply "witness") and in a less dramatic way, all JWs are willing to throw away their logical reasoning and their right to self determination and live a life of obligation to the JW governing body.
So I wonder what is it in the human psyche by which without good evidence, people will find pleasure in defying reason and common sense and happily forfeit their lives? Would you?