Why do JWs celebrate Jesus dying rather than his resurrection?
Because that is how he said to do it. But it really is not a celebration but a continuance of the passover in how the angel of death passes over because of the shed blood.
The Memorial, held annually, was to be done in "remembrance" of Christ until he returned.
That part about his returning is what Paul added. He added that because when the 144,000 are in heaven (which is what is meant by his return), then it will no longer be necessary (well, it is not necessary now, but it won't have any meaning then). Some make the mistake of asking why it is celebrated after 1914. Jesus didn't return in 1914. He became king then. He returned to his apostles when he resurrected them.