Maybe you're not living with everything. It hurts, and it's not right...but perhaps you're here so that they are remembered. So that you can change things in another way. No one can pick their punishment...to hurt yourself will only make others sad. Instead, why not make the most of what you have now, and use it to make things better, for yourself and those around you. And remember those that are gone for you, for even if they're saved, somewhere, perhaps they won't be. You can live on, in their memory, for them.
Even if it hurts...there are always ways to let it out, so it can turn from sadness to happiness. Pain will not last forever.