That's exactly it. With the ordinary (civilian) type entrants if they got one of the early questions wrong they were out with all the humiliation that goes with it.
But with the celebrities I think the rule is that if they muck up on the early questions then the recordings of their incorrect answers are just deleted and they are merely given a different question.
OK - so the money goes to charity but it is not much of a quiz show where you can delete any questions where the contestant gets them wrong!
In the case of Judith Keppel it would have been very bad publicity for the show if on the first occasion she wins One Million Pounds then on her return as a celebrity she gets the five hundred pound question wrong and therefore wins Nothing for charity.