Since most of us know how much it hurts us to lose a loved one, we don't want our loved ones to suffer that pain from our unexpected or early demise.
If you have complete faith, there should be no pain involved in the death of a loved one because you "know" that that person is in Heaven. In fact, I would think that you would be overjoyed because of the deceased's complete bliss and the "knowledge" that you will see that person again.