There is no story contained in Scripture where a Christian dies and all of the other Christians rejoice. The saints in heaven rejoice. The angels rejoice. God rejoices in the death of His loved ones as their pain is ended and they are with Him. But Christians who are still fighting the good fight on earth weep. That is the first and most proper response to death as a Christian. Of course, even while we weep, we do not weep as those who have no hope. It is true that we rejoice that our brother or sister is free from pain and with the Lord in heaven – that is amazing! But that person is gone from us for the rest of our earthly lives. It is fitting and loving to weep.
Even Jesus wept at the death of His friend Lazarus. You cannot say that Jesus momentarily forgot that He was about to raise Lazarus from the dead. He knew He had that power. You cannot say that it slipped Jesus’ mind that he and Lazarus would be enjoying heavenly victory for all eternity. Jesus knew that victory was certain. Yet Jesus still wept because death is a grievous enemy. There is no deeper sorrow than the death of a loved one. It is right for us, as Christians, to move through this world with tears in our eyes since we are surrounded by pain and death as we nonetheless keep our eyes fixed on the return of our Lord when death will be no more.