I suppose it's because we are taught to mourn the dead. Kind of weird really. When you consider religion's with afterlives are so prevalent. You'd think we'd celebrate people dying and going on to paradise. Surely, if we really loved them, we'd be happy for them. That tends to make me wonder if, even the truly religious believe that whole heartedly. Obviously, we'd still miss them here but, don't they also believe they'll get to see them again?
I sometimes wonder if it's different for cultures who do actually embrace and accept death. Do they really feel no sadness? Must be quite a liberating way to live to truly not fear death or mourn.