Will they be celebrating because you've died or celebrating the life you lived? (the phrasing above sounds like the former) I want to live my life in such a way that people aren't happy (and/or relieved) when I die. I know some people whose passing will cause relief among the living - probably we all know people like that.
Everyone understands this. It was a joke. It is funny to propose that the commenter hopes that people will get together and go "wow, thank god that asshole has finally kicked the bucket" and this proposition is made possible by the fortunate coincidence that "get together and celebrate when I die" can, divorced from context, be interpreted in either the intended way or the funny way.
Prepositions are a fundamental part of English, and having a celebration for a person [alive, or dead -- it doesn't matter] is using "for" as a preposition.
You can obtain the proper context from GP's whole comment. They were talking about celebrating someone's life after they passed so it's natural, contextually, to assume celebration of life.