So as I see many grieving over loved ones I wonder why. If they knew they were going to heaven, and that God is greeting them why would anyone be sad????

Thing is no one really knows for certain whether there is a life after death. The only real certainty is that there is life before death. It is the life that one is immersed into at this very moment. The grieving simply shows that there is doubt. 

More often than not, holding the belief that one is rewarded in some future afterlife, tends to cause one to sacrifice being totally present in this life, one sacrifices living in the moment, to squeeze the juice out of each moment in living this life.

In making future plans, in focusing on a future time, either in this life or the next, one is missing this very moment. So, in reference to grieving for a loved one, grief arises because there is regret for the missed opportunities of loving the family member or the friend, etc., that has passed away.  If one has been absolutely totally present, each and every moment, in loving another, one would have no regret. One has loved completely and there is nothing left undone. Then, there will be no regret and no grieving.

Osho on grief and loss

Osho speaks in darshan to a mother whose child just died

We are all here just to disappear sooner or later. Life is very precarious, accidental, any moment anybody can go.

So don't be worried about what happened, there is no why. All the answers that can be given to your why will be nothing but consolations to somehow rationalise a thing which is mysterious, but which by rationalising we hope to console ourselves.

The truth is that the child was alive and is alive no more. This should make you understand the dreamlike quality of life. Life is made of the stuff called dreams. We may be seeing a beautiful dream but it can be broken by any small thing - just a noise and the dream disappears. It may have been a sweet dream and one feels hurt and one wants to close one's eyes and continue dreaming - but now nothing can be done.

Rather than finding explanations and consolations, always look at the naked truth. It is sad, it hurts, it is painful: see it, that it is so, but don't try to somehow whitewash it. All explanations and all philosophies are nothing but efforts to whitewash things which are not white, which are very dark and mysterious.

When such moments come, they are of tremendous significance because in these moments, awakening is possible. When your child dies, it is such a shock; you can awaken in such a shock; rather than crying and wasting the opportunity. After a few days the shock will be shock no more: time heals everything. After a few years you will forget all about it. By the end of your life it may look as if you had seen it in some movie or read about it in a novel. In time it would have faded and faded so far away that only an echo..............catch hold of it right now. This is the moment when it can help you to be alert, awake. Don't miss the opportunity; all consolations are ways of missing opportunities.

Never ask "why". Life is without any "why" and death is without any "why". The "why" cannot be answered, need not be answered. Life is not a problem that can be solved, neither is death. Life and death are both parts of the mystery which knows no answer. The question mark is ultimate. So all that can be done in such situations is that one should awaken, because these shocks can become a breakthrough. Thinking stops, the shock is such that the mind goes in a blur. Nothing seems to be meaningful, all seems to be lost. One feels an utter stranger, outsider, uprooted. These are tremendously significant moments; these are the moments when you enter into a new dimension. And death is one of the greatest doors that open into the divine. When somebody so close as a child is to a mother, dies, it is almost the death of yourself, as if you had died, a part of you has died.

So just see that life is a dream, that everything will disappear sooner or later, dust into dust. Nothing abides here. We cannot make our home here. It is a caravanserai, an overnight's stay and in the morning, we go. But there is one thing which is constantly there and permanently there - that is your watching, your witnessing. Everything else disappears, everything else comes and goes, only witnessing remains.

So witness this whole thing. Just be a witness, don't become identified. Don't be a mother, otherwise you are identified. Just be a witness, a silent watcher and that watching will help you tremendously, that is the only key which opens the doors of mysteries. Not that it solves anything, but it makes you capable to live the mysterious, and to live it totally.