Elizabethd has explained why in her excellent May Day post. I had always wondered what the connection was - thanks, Elizabeth!
I bought some yesterday, because this is what the Lily of the Valley currently looks like in my garden:
It's a bit embarassing, because when I left Edinburgh in early April my mother's plants were already thriving and in full bud. However, I did get this groovy cellophane as well as the wonderful plants, so perhaps the investment was worthwhile...Have a very happy May Day, wherever you are, and however you celebrate in your own country!