My father died while I was on my mission. It was hard, but I endured and came to realize that for me not going home from Japan was the best choice. It worked out well and I don't regret it.

In one district I was in there were 3 companionships. One of each companionship had had one of their parents die while they were out on their mission. Two of us lost our fathers, one his mother.

In most missions there will be several missionaries who lose a parent or sibling while they're out. In most cases the missionary will choose to not go home and in the long run come to feel that it was a good decision.

Not to say that is the case for everyone it happens to, but the majority choose to stay out.