They care because they have made attachments to you and they don't want to see you gone. Additionally, judging from how people view death, they seem to view death as if it's a significant harm to the being who has died regardless of whether they believe in an afterlife or not. I don't know why this is but I'm blaming this on childhood indoctrination. Honestly, I can't blame parents for feeling grief over their loved ones dying since that's just a part of the human brain. Of course it would have been better if they didn't create a life in the first place as then they wouldn't ever have to risk dealing with their child dying but, if they do create a life, I can't blame them for being attached to that life. It'd be nice if they realised the epicurean perspective of death but many people don't realise that.
My sister died a natural death and I didn't feel bad for her at all as I knew that she is no longer suffering and doesn't have to deal with the pain anymore. This isn't a bad thing. However, my parents are religious and believe that she's in some alternate realm potentially being tortured since that's what god wants from her due to not being religious enough in life. It's exhausting dealing with reactions like this but, once again, I can't blame them as the fault lies within the human brain itself, not with them. Having the perspectives about suicide and death that we have is extremely rare and most people aren't ever able to understand this perspective. The brain just prevents them from doing so