Well, I too am an Atheist, and obviously it is sad when one close to you dies, but I also think it is important to realize that Death is just another natural thing that is GOING to occur to each and every one of us. So personally, I'm not as "sad" when it comes to deaths. I would rather think of what the great moments I had with this person, and be glad to have knowen them in some sort of way.
My Grandmother died like last fall, but because I had not seen her for like over 2 years, when I heard the news that she dies, I was kind of feeling "sorry" but it really didn't affect me much, because it was if I had never knowen her before, being away from her for such a long time.
I donno, I guess that the North American society needs to be tought a bit more about death. We are all scared of death, but do you even know what it's like? And obviously it's going to happen sometime in the Future. Do you feel sad that we take the lives of wild animals for no reason? Do you feel sorry for the family of that fish you cought in the lake and cooked up?
Don't be scared of death, because No one really knows much about it, all we know is what we see on the TV, and that is just trying to scare you more...