Could it be that fans take it more seriously than the players? (or at least more seriously than that particular player?) Maybe he has a brother or friends on that team, and he wants to be with his friends?
At the end of the day, it's just a game. 
I watch basketball on TV every once in a while.
These guys live this. It's not just their job. Their childhood dream growing up is to win a championship. They watch what they eat to stay in shape during the offseason. They practice regularly, watch tape regularly, and are always looking to refine and improve their game.
Even the guys who warm the benches get a Championship ring should their team win. They WANT that ring. They want to be able to look back at their career one day and say 'I was an NBA Champion'.
No normal fan takes it more seriously than a player.
You're absolutely right though. The fans definitely take it more seriously than the Heat players who were at that celebration!
They should've been heartbroken and instead they were out celebrating their own defeat and laughing it up with the guys who beat them.
If I'm Lebron or Wade, I'm going to management and saying "Cut those guys!"