The sorrow of an embodied creature originates from affection which is created by separation. When, however, one learns that the dead do not come back, it disappears.
प्रीत्या शोकः प्रभवति वियोगात् तस्य देहिनः। यदा निरर्थकं वेत्ति तदा सद्यः प्रणश्यति॥