It isn't in the nature of things to explain why people get sad when the loved one who go away forever, do not return back to tell them that they are actually better-off. It is also not in the nature of people to wonder why what happened to them could be for their good.
Man is an insecure animal with a concept of a supernatural force protecting the cattle while the sheep goes to play. It isn't for nothing that the world changed when the human found it easy to play after living the life of the hunter and the gatherer. Hunting took out the life in him because he could be the hunted as well while gathering took out the energy out of him as he pillaged for food. But nevertheless something happened in history that made him spend time in playing -- some re-assurance of welfare that made him relax and look at the finer aspects of his own potential.