Death is painful...no doubt. It is more painful for the loved one's to see the person depart. The pain a loved one feels just at the time of death which is incalculable is the same amount if not bigger pain pure devotees and Krishna feels all the time for the conditioned souls when they are alive. This is the difference between ordinary man and an enlightened soul. An enlightened soul sees that death is happening all around us and yet common man is not realizing this all important aspect of nature?
Why must we feel pain only during death or just before death? Why do we have to feel pain only if my loved ones die? When we see others depart, is it not a lesson God is teaching us to prepare for our own ultimate and untimely death? If we prepare nicely, there may be physical pain but not emotional and mental pain when our time comes. But despite so many fore warnings we hear all around us through media, scriptures and Guru...still practically everyone is thinking I will deal with it when my turn comes and in their free time desperately try to squeeze happiness either through family, friends, community, entertainment etc
So only when we feel the pain for beings around us when they are dying will we snap out of our illusion of enjoyment. Of course I am not suggesting going to depression as there is misery practically everywhere, however, this sort of mature empathy towards the suffering of other beings will make us sober, will make us realize how insignificant our attempts to enjoy are and that our only purpose, hope and optimism out of this misery is to take shelter of the Supreme Being Krishna.
As long as we continue to deny this truth omnipresent death, be blind to this truth, divert away from this truth by engaging in other activities, we cannot be happy in this world. Sobering up and finding a way to take shelter of Krishna is the only way we can be truly happy in this world!