[Flying Mullet]

Locke probably thought Celes was dead and her body gone, whereas he at least knew that Rachel's body still existed, thus he went on a quest to regain the one love that he could. Plus, Locke and Rachel were actually an item before the accident, whereas Locke and Celes were like a couple of 12 year olds that don't know how to display interest in each other except by fighting.

As for Celes, she didn't know what Locke was up to until the group meets up with him at the end of the Phoenix Cave. If she's as love-struck with him as the game lets on, I'm sure she was overjoyed that Rachel was not brought back to life and Locke was able to move on by seeing her one last time, thus she easily forgave him now that she had a clear shot at him.