Let's consider two possibilities:
#1. Klingons really do not enjoy life and all of them have death wishes.
#2. Klingons have serious issues and never want to look like whimps.
Reasoning behind #1: Many Klingons (like Worf's brother) want redemption from dishonor so badly, they will die to get it. They say that they are just doing it so they can die an honorable death and make it to the afterlife, but is that really the reason? For some of them, maybe, but maybe some of them (like Worf's brother) have just been treated so badly that they want life to end.
Reasoning behind #2: Klingons are always saying that it is a good day to die and that they will die trying, and that they are not afraid of death. It seems that a true warrior would not want to die in vain. Many Klingons just rush into suicide missions and die, accomplishing nothing with their death. Are they just doing this not to look like cowards?
My personal code of honor: Whenever I am playing a computer game, I always play someone who wears lots of armor and participates in heavy melee. In WoW, I played a warrior and a death knight. In Spore I played through the game in "aggressive" the whole time. In LOTR: Battle for Middle Earth, I made my heroes have lots of health and armor, and have big battle axes and maces. And you know, even though they were just computer games, I had a code of honor I used in each one of them. I would try to stay alive as long as possible, and if I knew
death was inevitable, I would turn around and face the enemy, use all of my abilities that would give me more health, armor and damage output, and I would take down as many enemies as possible before I died. See, I would not embrace death, I would accomplish as much as I could while I was still alive.
That is my personal code of honor.
So, I ask you, why are Klingons so quick to die? Are they suicidal? Are they afraid to be called cowards? Or are they just lazy and want life to end? Or are they maybe afraid that they will get old and die in bed very soon, and they want to die in battle before that day comes? What is the real reasons behind the Klingon death wish?
(Please note that this whole time I was speaking to you as a Federation science officer, not as a Klingon warrior. Please do not call me a coward and insult me. Join me in considering Klingon psychology, and think about it with me. Think about it as a sane person, not as a crazy Klingon warrior who's quick to die.