The soul's anchor is the human body (a horcrux). If the body is destroyed to nothingness (for example, by burning), then your eternity is screwed.

'As long as that object (horcrux) remained intact, the soul fragment inside it would live on, keeping the maker anchored to the living world, even if their body were to take fatal damage. If the maker's body was subjected to fatal conditions, they would continue to exist in the living world in a non-corporeal shade form, somewhat similar to a ghost, but technically still alive. According to Horace Slughorn, very few would want to live in such a form, and death would be much more preferable to most.'

Graves are an anchor to the soul of humans who pass away (the horcrux which remains intact). Your soul (you!) will become unstable and restless if your body is burned after you die. And then in the heavens, Satan will use you to do bad things to people because of this vulnerability.