Atheists of the postmodern westerner's worldview see death as a final destination and so they're naturally afraid of it. Ultimately, anyone with that worldview can't understand what it's like to have conviction in your beliefs. It's a cultural problem which other atheistic societies haven't suffered, and stems from a lack of beliefs in higher values or beliefs beyond the self. The vast majority of people lack the fundamental convictions that pushed Chinese Marxists to tie a suicide belt on themselves and leap at Japanese tanks, Japanese nationalists to ram planes into American battleships, national socialists of the Waffen-SS to fight as Werwolf units after the war was over, or Vietnamese farmers armed with 30-year old guns to fight against a world superpower.
On the topic of Muslims, the ummah view life as a journey and seek what lies beyond it, while most modern people seek nothing but petty pleasures in the here and now. Of course mujahidin care for those who commit shahid. They honor them, cry and miss their friends, like anyone else, but they don't grieve like western people do. First of all, their culture is markedly different in nearly every respect. Secondly, a great many of them are used to seeing people die before they even commit shahid. Finally, they believe that their friend's death was noble and virtuous, and for the highest of all causes; the service of their faith and protection of their coreligionists (something Muslims take a lot more seriously than Christians). More importantly, they know that they are embraced as the most beloved of jannah's entrants, as jannah itself lies in the shades of the mujahid's swords.
If you will, imagine you're an Iraqi. You might remember the Iran-Iraq War, and your parents definitely do. Your father probably fought in it, and you were taught to fear and loathe the Shia because of it. Furthermore, you might remember the Gulf War, when America and their crusader lackeys bombed your country to hell after Saddam tried to settle a debt dispute with Kuwait (that's how they see it). You definitely lived through the Shia and Kurdish revolts, and learned to hate them as backstabbing rebel scum. Thanks to Saddam changing tack in the 90's, you were educated in an extremely religious school, unlike your parents, and taught a far more fundamentalist version of Sunni Islam. In the 90's-00's, you probably even saw people beheaded by Saddam's paramilitary, and then America and NATO return. They annihilate Iraq for a second time on trumped up charges, kill hundreds of thousands of your people, utterly ruin your infrastructure, install a Shia puppet government (remember, you hate those guys) and kill Saddam. As if that wasn't bad enough, then you live through the insurgency, and see many more people die in the intervening 15 years.
Chances are, you won't exactly treat death the same way as a sheltered middle-class American who might've seen some of that stuff in movies or the news, but that's about it. Hence westerners cry buckets, make impassioned political debates and clog up social media about lone terrorists while people in Asia & Africa get on with their lives.
