The ghost's honorable burial tells us that it is a basic human trait to treat people compassionately and with dignity after they have died. The burial also suggests that it is easier for human beings to deal with death than with difference in other people.
The Otis family treated Sir Simon, the ghost, with derision while he was alive. They refused to be frightened by him, and the twin boys played practical jokes on him. He was "other" and largely incomprehensible to them. With the exception of Virginia, they refused to take him seriously at all. The Cantervilles seem to have accepted his ghostly prescence as part of their family tradition, but did nothing to help release him from his tormented state.
When he does manage to properly die, however, he is awarded a full blown funeral that both families attend. Now that he is no longer a difficulty or threat, he can be treated with honor. The story describes his lavish funeral:
The hearse was drawn by eight black horses, each of which carried on its head a great tuft of nodding ostrich-plumes, and the leaden coffin was covered by a rich purple pall, on which was embroidered in gold the Canterville coat-of-arms. By the side of the hearse and the coaches walked the servants with lighted torches, and the whole procession was wonderfully impressive.
Wilde was gay, and it is hard to not read the ghost as a manifestation of Wilde himself, who felt tormented by his difference and knew he would be more acceptable dead than as he really was.