No, the cops were after them, (they had stolen Gram's corpse from an airport). He wanted to stay in the desert and asked the band to cremate him if he died out there, so they stole his body.
They saw the lights of the cops cars chasing them and jumped out and ignited Gram's corpse using tequila and gasoline, but they had too little time.
To me, it is a great story about friendship.