Because nobody outside of the soldier's family, comrades and close friends know who he/she is, so it makes it harder to really identify with someone when you don't know them. Plus, the media likes to focus on celebrity's lives mainly because that's what people seem to want to watch. I personally don't understand it, and I agree with you that we should value a soldier's life more so than a celebrity's life, or at the very least about the same.
Sadly, our priorities aren't in the right place. Hell, we even celebrate birthdays of cartoon characters for pete's sakes, so is it any wonder why most countries don't take us seriously anymore?