Death itself is a devastating and horrible thing. But God promises to work all things—including death—for good for those who love him and are called by him (Romans 8:28).
Isaiah 57:1-2 gives us one glimpse into how God views the death of his saints:
The righteous man perishes,
and no one lays it to heart;
devout men are taken away,
while no one understands.
For the righteous man is taken away from calamity;
he enters into peace;
they rest in their beds
who walk in their uprightness.
There are two ways this is true for Christians. First, “in this world [we] will have tribulation” (John 16:33). We will only stop having tribulation when God takes us home.
Second, the greatest calamity that will befall humans is the wrath of God. That is what we need to be “taken away” (saved) from. The Bible tells us plainly that Christians will suffer various worldly calamities (Romans 8:35-36). But what makes us “more than conquerors” in all these things is the Calvary love of Jesus Christ (Romans 8:37). Since we “have now been justified by [Jesus’] blood, much more shall we be saved by him from the wrath of God” (Romans 5:9).
So, when those of us who are counted righteous in Christ die, we are delivered from our greatest calamity and all lesser calamities. We enter into peace and rest. And this is a mercy that the world doesn’t understand.
And one more thing. The Lord Jesus finally sees his great desire for us fulfilled: “Father, I desire that they also, whom you have given me, may be with me where I am, to see my glory” (John 17:24).
Which is why “precious in the sight of the Lord is the death of his saints” (Psalm 116:15).