Why did Pippin and Merry choose to be buried in Gondor?

[Melilot Brandybuck]

Wouldn't they have wanted to be buried in the Shire? After all it was their home and they clearly loved it very much. Yes they did great deeds in Gondor and proved that their strength and valour was equal to any Man's. But I got the sense that even throughout all this they felt a little forlorn and lost, and somewhat overwhelmed. That amidst all the talk of war and rings and wizards, what they really wanted, deep down, was to find themselves sitting by the fire in The Green Dragon with a pint of ale, swapping jokes with their friends.

I know that they did sometimes travel to Gondor as honoured guests in their later years. But they were very important hobbits in the Shire. I would have thought the inhabitants of the Shire, their families, and they themselves, would have found it fitting to bury there and not in Gondor.