They are upset because something bad has happened to them. I have yet to find a bible verse that says there will be no suffering on Earth (I'm pretty sure freedom from suffering mostly means going to Heaven). God also doesn't say not to be sad from time to time, for Jesus grieved when His friend, Lazarus, died. Also, some people suffer from the death of a child due to violence. Parents are rightfully upset and angry when someone kills their child because losing a child makes no sense. The parents know that a law, a moral (and for Christians, a commandment), has been violated and that makes God sad. If they are not upset, it can be hard to advocate to prevent such suffering from happening to someone else (such as making it harder for evil people to access guns and cause school shootings).