Some Lutheran perspectives on the Christian life: martyrdom is properly a reflection of the form (or to use Luther's term the sacramentum) of the Christian life.
My own doktorvater, Bernd Wannenwetsch:
The whole of our Christian lives as agents is rooted in Christ’s action, which not only provides a model (exemplum) or an impulse (motivatio) or a mere “foundation”, but precisely the proper “form” (sacramentum) of the Christian life. Hence, for Luther, there is no prior “relationship with God” or a priori Glaubensbewusstsein (‘religious-consciousness’: Schleiermacher) that would “set free” the believing individual to engage then in social relationships of a political kind. Instead, there is only a political worship, which simultaneously relates the believers to God and their fellow citizens. (From his article on Luther's Ethics in the Cambridge Companion to Luther)
And in the same vein, Eberhard Jungel: Even those exemplary narratives of Jesus which are oriented toward action, which end with ‘go and do likewise’, only formulate with this imperative a newly discovered indicative, that is, something which the listener must say to himself. They make something self-understandable in a new way which ought always to have been self-understandable but was not. But in order for this to happen anew, man must apparently first be liberated from the pressure to concentrate on himself. It is for that reason that man first becomes a “hearer of the word,” who cannot do anything at all as long as he is listening, and then on the basis of his hearing he can act out of the newly gained freedom so that his action, precisely as activity, remains a doing of the word.
This is especially true with regard to the telling of the Christological story, which bursts apart everything which is obvious and matter of course, in that this story God identifies himself with a crucified person so that there is a story to be told about a crucified God and a man who has been awakened to a new life. The hearer must be drawn existentially into this story through the word, precisely because it is also his story, and this much happen before he can do what corresponds to the story. The story of Jesus Christ, through the word which emerges from it and tells it, becomes a ‘sacrament’ (to speak along the lines of Augustine and Luther) before it can function as an ‘example’ (sacramentum, exemplum). It is the sacramental function of the telling of the Christological story to let the hearer win freedom from himself. …before Jesus Christ comes to be considered an exemplum for our behaviour he must be affirmed as the sacramentum that changes our being…. from God as the Mystery of the World p. 308-9