Many sauces include celery. It's not a flavour I'm particularly keen on, particularly in sauces so I'm wondering why it's included. Is it included simply as a flavour or does it serve some other purpose?
Celery is an aromatic, and 1/3 of a mirepoix. It's used for the base flavor of a lot of French and Cajun/Creole cuisine. It doesn't serve any important chemical role that I'm aware of, so you can omit or substitute it if you really don't like the flavor.
When used in sauces as a building block (e.g. mirepoix, soffrito, the Louisianian Trinity), celery is used to provide only flavour. These flavours come from terpenes which provide aromas of citrus, pine, and (to me) grass, as well as a pleasing bitterness. Other flavours are provided by phthalides, which celery shares with walnuts.