In the absence of evidence, my assumption is that grief is felt by survivors for their loss.
Grieving is for the living, not the dead.
Anyway, people underestimate the amount of bureaucracy that must be correctly navigated before they even have a chance to go to heaven under so many faiths, that is something which is just plain neglected in the equation most of the time.
When you do the math in consideration of all the rules and possible variations in adherence, it does look like the vast majority of those who think they are going to heaven, as well as those whom grief is being expressed for, are never going to be allowed near the place in the end.
It's like subconsciously or intuitively, even for those having no math ability, survivors are more realistically grieving because there was no chance in hell that very many prayers successfully opened the gates to the idyllic paradise of their dreams.
Ergo an underlying cause for deeper grief than normally being expressed in these situations.
I would say since prehistoric times it's always been a lot worse than it sounds and people en masse would rather not admit it.