Shelly Kagan explores the philosophical paradoxes of death:
Yet if death is bad for me, when is it bad for me? Not now. I'm not dead now. What about when I'm dead? But then, I won't exist. As the ancient Greek philosopher Epicurus wrote: "So death, the most terrifying of ills, is nothing to us, since so long as we exist, death is not with us; but when death comes, then we do not exist. It does not then concern either the living or the dead, since for the former it is not, and the latter are no more." If death has no time at which it's bad for me, then maybe it's not bad for me.
Norm Geras offers an obvious counterpoint:
Death is bad for a person because it's the end of that person (Kagan's starting assumption as well as mine). That's at least one reason why the answer to the question is so obvious.
After spending time with women with terminal cancer, Anne Jacobson draws out the social implications of dying:
Even women who lament that they will not see their youngest daughter graduate, or their son get married, are often not thinking, “O, that’s a good time I won’t have.” Rather, their thought is more about how their child will have a large gap in the normal social surrounding. Other grads get photographed with both parents; theirs will stand out as not having a mother. …
[I]f we think of the goods that accrue individualistically, then death means one doesn’t get any more, but then one isn’t around to experience the lack. If, however, we think of the good socially, one’s death can be very destructive to things one has spent significant parts of one’s life on.
(Video: "The Singularity, ruined by lawyers" by Tom Scott)