It's the loss of the person you will never see again that hurts.
Seeing being the broad term here as in talking, smelling, feeling, listening, touching, arguing, being angry about, .... .
Empathy is a part of it though, the realization (if it comes) that the dying person also comes to the conclusion, that s/he will not ever see you and all the others again.
I lost both of my parents, my mother died in a car accident while I was 14 and unconscious, and my father died in a hospital.
And still I can not really come to rest with that, even though I was not really on good terms with my parents. Sometimes it takes longer than one can think.