The fearlessness of Nac Mac Feegle warriors in combat is derived from their religious belief that they cannot be killed, because they are already dead; they believe that they are in the afterlife, and that any Feegle who is killed has simply been reincarnated into the world where they have already lived before. They reason that Discworld, with the sunshine, flowers, birds, trees, things to steal and people to fight, must be some sort of heaven, because "a world that good couldn't be open to just anybody". They consider it a kind of Valhalla, where brave warriors go when they are dead. So, they reason, they have already been alive somewhere else, and then died and were allowed to come to the Discworld because they have been so good.
Thus, they do not mourn the loss of Mac Feegles who have died in battle on the Discworld, according to The Wee Free Men: "Oh, they've gone back to the land o' the livin'. It's nae as good as this one, but they'll bide fine and come back before too long. No sense in grievin'." Indeed, any grieving a Feegle might do over fallen family members is never about their actual death, but rather over the fact that he did not get to spend more time with them before they rejoined the land of the living.