Heh it is kind of a mix up of cultures. The lyre is a Germanic lyre, but I suspect this instrument is a derivation of the Roman kithara., which is derived from the Greek Kithara.
Bagpipes are one of the instruments you see depicted accompanying the Greek kithara in period artwork.
So, I thought it would be neat to use bagpipes. So, the sound you hear is in part an attempt to grt closer to reproducing plausible ancient greek Kithara music.