Actually, anyone will continue an unwinnable fight as long as they are angry or bitter or proud enough not to want to stop fighting...or if their honour code demands "no surrender"...or if they feel morally justified in doing so...or for a variety of other reasons, depending on the situation. (And some do so simply because they have no other choice.)

Some examples of various of the above:

Jewish zealots at Masada.
Spartan Hoplites at Thermopylae.
The Apaches fighting the US Army.
Most Japanese troops during WWII.
The defenders of the Alamo.
The North Vietnamese troops who fought to the death in Hue and other locations during the Tet offensive.

To continue an unwinnable fight is seen as "noble" in some cases, it's seen as futile or foolish in others. This all depends on whether YOU identify with the people engaging in the unwinnable fight or not.

If you do, then they're seen as heroes. If you don't, then they're more likely seen as fools or even "villains"...although there are times when even a sworn foe is seen as noble for fighting an unwinnable fight against overwhelming odds.

Those who perished fighting unwinnable battles are celebrated in virtually every culture, and they are awarded the highest approbation by their people.

Thus, it is NOT necessary to be seen as "a martyr who is going directly to paradise" if you want sufficient motivation to engage in an unwinnable fight. No. It is only necessary to feel that your cause is just, and the Muslim fighters clearly believe that their cause is just, don't they?

This constant reiteration in the media of their religious motivations is a form of western propaganda that seeks to sidestep and discount other and much larger issues...since there are real, practical issues entirely aside from religious matters which are behind their grim resolve to fight. Religion plays a key part in motivating them, yes...but if they were all atheists they would still have plenty of reason to be angry at America, and plenty of motivation to fight.

People have always been willing to die for whatever they believed in. It doesn't have to be something religious. Their "paradise" is merely this: the absolute assurance, in their own minds, that they are right and that those they are fighting against are wrong.

That is what people really die for.

(It's what keeps the people here eternally arguing with each other too.)