It depends on who they are. If it is your mother, or in my case a grandmother who raised me most of my life, someone who provided for me, I would feel like a piece of me was ripped out when I wasn't looking. However if it was an aunt or uncle that I've never met, I wouldn't mourn as much but would still go to the funeral out of respect. But yeah, it depends.
Its not fun, when someone real close dies (family or significant other) you have to first deal with the initial pain, then it hurts when you start to miss them and realize they aren't coming back. On top of that holidays are messed up when you realize they wont be around; especially the first Christmas, anniversary or their birthday.