As most people have some concept of afterlife, grief is generally a selfish emotion. We think first of the person who died, accept that 'he's in a better place', and then focus on our own loss. Eventually, we consider how others will be affected (family of the deceased, etc.).. but only the most selfless get around to others first.
As far as belittling the sadness of not seeing him perform again... that's crazy. That's who he was, a performer. That's how he touched our lives, and that's why there's a thread here for him, and not for the countless other people who you didn't know who died this weekend. If there was no sense of loss at never seeing him perform again, then he would have failed at his life's work, and that would be truly tragic.