Death causes paperwork for the Celestial Bureaucracy that is the Afterlife. Suicide causes more death which causes more paperwork. Therefore, suicide victims, who had killed themselves with the hope of either ending their pain, or possibly getting to heaven, are punished for causing more paperwork by having to file that paperwork for all eternity. It doubles up to teach them that suicide doesn't end your problems, while at the same time not necessarily condemning them to Hell forever.
Lydia, being a goth teenager, is perfectly willing to make a stupid decision which will have eternal ramifications (by killing herself) in order to stay with the Maitlands. They save her from this, but later, during Otho's exorcism, the only way she can save them is by saying those three little words and getting married, exactly the same sort of stupid decision many other teenagers have made, regardless of the consequences. Worth noting that the Maitlands are exorcised wearing their wedding clothes, and Beetlejuice is defeated a split-second before the minister finishes saying "I now pronounce you man and wife."