This type of logic really bothers me. Obviously if you're not going culture you're not going to be building Opera Houses - but the Celts don't have Opera Houses, they have Ceilidh Halls which are absolutely worth building. Refusing to adapt your playstyle to a civilization's strength is what makes people underrate so many strong civilizations. Stop thinking in terms of "what do I normally do" and think in terms of "what should I do to take advantage of this civilization's strengths".
More to the point, the Celts are quite strong, mostly because of the free pantheon and the Picts. Other posters have made a good point that the UA is only really strong if you have a good pantheon available, but in my experience that isn't particularly hard to do. The Picts are brutes that are very well suited for early aggression; they're absolutely one of the strongest Ancient Era units and can last a surprisingly long time depending on who your neighbors are. While the UA alone won't get you a religion, a couple early wars or aggressive barb clearing with the UU can.
First take into account that I almost exclusively play Multiplayer, and cultural victory is almost always out of the question.
The Celiedh Hall in my opinion is not nearly worth the amount of hammer investment or gold. Your philosophy that someone should go out of their way to adapt their play style to a civilization's strengths is exactly what causes people to overrate certain civs. Don't get me wrong, I like the Celts and I agree with you on the Picts and the UA but the Celeidh Hall is highly overrated.
If you invest the hammers in building amphitheaters and celeidh halls just for the extra three happiness, those are a lot of hammers that you could have been using for other purposes, such as to build science buildings, trade routes, wonders, an army to attack people, etc. That's also a lot of gold maintenance you're spending just for extra happiness. There are more hammer and gold-efficient ways to build up happiness than building amphitheaters and opera houses.
Your type of philosophy seems to be obsessive-compulsive in that you feel obligated to tweak your gameplay to a considerable degree just to make use of a civ's special traits. If you watch expert players like FilthyRobot for example, there are some games where he gets the Huns and doesn't attack anyone until late-game. There are some games where he gets Ethiopia and completely nullifies their UA by building ten cities (albeit he probably does this to build more Steles, but still). In the same way, you shouldn't rush Gunpowder before Education just so you can get America's Minuteman, and you shouldn't build Chateau's on every single tile that you can, because that culture and gold comes at the expense of other resources such as hammers, etc.
When deciding your play style, there are more relevant factors to consider, such as your spawn, your neighbors, the terrain around you, city-states, etc., than what you are "supposed to do" with the civ that you are playing.