[Dottore]

I think we are hard-wired that way as part our survival instinct.

Death is always bad, and we try to avoid it. When others die, we also feel it strongly and negatively. It's the thing we want to avoid, and the deaths of others remind us of this fact. Hence grief.

In time someone will discover the biochemical reaction that results in grief.

I don't know of any cultures that celebrate death in a "happy, happy" way. Sure some mark death differently from others. Baptists have somber funerals. Unitarians have "celebrations of life". But the people involved all grieve. Because death is involved. And death is something to be avoided.