What's wrong with feeling sad?

I texted Julia asking how she was doing and noting that I felt a little blue. She came over right away to chat. I said I'd been feeling low in the afternoon and I was trying to figure out why - was it the cloudy skies these days, was there something about the relationship with my girlfriend (no, we'd just had a wonderful weekend). Ah, was it maybe the visit to Gramsy? That brought tears to my eyes - it's usually easy to identify which issue is creating a stir.

Julia said she thought visiting her Gramother in hospice might bring back uncomfortable feelings for me. I asked "Isn't that OK"? What's wrong with feeling sad thinking about someone whose life is coming to end? Once I'd determined the root cause I still felt some sadness, but I was fine with that. I think the scarier thing would to not be affected by life, or to avoid uncomfortable situations altogether.