why does the castle fall when the wizard dies in those old fantasy filmes?

Definitely because these castles are a function of the wizard''s magic. Why should he or she pay regular people when he or she can have minions, daemons or other supernatural beings do it for free. There is only a lifetime's guarantee for that work but why should they care? Koschei the Deathless hid his soul in an egg so he wouldn't die, but when someone found and destroyed the egg in the 1941 Russian movie it ends both him and his castle. So how is he going to notice? It's dramatic and hey -- it's magic that built it, the magic which was just defeated.

Because the wizards magic created and sustained it.