Perhaps they should not say that death is sad because it is, but that they feel sad because they do. In other words, different people respond to things differently, and without necessarily knowing or needing to know why, sadness is what they feel. And as stated above, this can be because a person misses the presence of another, misses their personality, possibly found something about that person that made them better able to go on living themselves. It can also be sorrow at the loss of someone who was considered to have more to do in life, such as a parent of young children who are still dependent upon them for care, or someone who was creating or doing great things, such as Vincent van Gogh. This brings back up the subject of suicide already mentioned, which is considered tragic because it means someone felt life so unbearable that they chose to end it. One might suggest the suicide is happier now, but if you perceive it that way, the sorrow that brought it about would still be sad. I don't hold with it myself... I think suicide spoils one of life's last great surprises...
Also, don't forget the various beliefs and traditions, whichever you believe. If you believe death is the end, the death of another could be frightening and sad. If you believe we pay for our sins by going to Heaven or Hell, there's the chance of sorrow for one whose life was less than moral. All it adds up to is that many people sorrow just because they miss someone and grieve still more because it is an event which can make you more aware of your own mortality. Thus a lot of feelings are stirred up. Yes, it can all be considered selfish, but I don't know that it's a bad sort of selfishness. Feelings by nature are personal... they're all selfish. It's not the same as wishing someone ill, or choosing to do them ill. You feel what you feel.
A variation... in my Church, we don't generally feel too down at a funeral versus others (believing in an afterlife that is not about beatings and horror but about seeing family again), but exceptions to that have been the funeral of a man who committed suicide (ugly circumstances; he was a narcissist whose wife left him, and it is suspected that he was in effect getting revenge), and a baby who died unexpectedly in her sleep (sorrow for the early severing of life, the shock and suddenness, and the family now hearing quiet in a place that was once filled with life).
It's complicated. I understand trying to comprehend a feeling you've just never had. Death mostly just makes me uneasy since I haven't lost many people. But I don't cry for them.
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"Pack up my head, I'm goin' to Paris!" - P.W.
The world loves diversity... as long as it's pretty, makes them look smart and doesn't put them out in any way.
There's the road, and the road less traveled, and then there's MY road.