There might be an ideological reason to burn your coins in some cases. Burning doesn't necessarily mean sending your coins to a random valid address with no pregenerated private key. It also means destroying your own private keys thereby making it infeasible for anyone to spend coins locked in corresponding UTXOs. Satoshi Nakamoto could very well destroy their own keys in order to make bitcoin more scarce, more valuable, more decentralized, more evenly distributed, etc. He intentionally designed Bitcoin in such a way that it would be both scarce and highly divisible so that it could satisfy economic activities despite its current supply. Every time someone loses his private key and burns his coins, he makes the other coins more valuable, the purchasing power of each coin grows correspondingly. In my opinion, Satoshi could very well burn his coins to show others the benefits of such economic order.
If you're losing your private key, yes you will reduce the total circulation of Bitcoins but that won't be a provable burn. Unless you actively send it to an OP_return and thereby eliminating that UTXO completely or to a provable burn address, the total market cap of Bitcoin remains the same; there is no way to tell others or for anyone else to prove that your Bitcoins are burned. By definition, the current supply of Bitcoin includes all of Satoshi's Bitcoin as well as those with hard disks sent to dumpster, those who accidentally wiped their own computer. It doesn't necessarily make Bitcoin more valuable.