Why did the neanderthals bury their dead?

Honestly, any reason we might be able to come up with would be pure supposition. Neanderthal have been extinct for several tens of thousands of years. They had no written language, so no record exist.

It is possible they buried their dead because they believed if they didn't the spirit or the soul of the person would become angry and haunt them.

It is just as possible that it was a way for them to say goodbye.

It is equally possible it was a practical matter, meant to keep scavengers from feeding on the dead.

Or, there could be any number of other reasons. All we really know of Neanderthal is from a few fossils and perhaps some cave drawings and artifacts.