Why do I feel such extreme anxiety about losing relatives, and does praying for death to avoid that displease God?

Death is a matter Allah has decreed for the children of Adam. When afflicted by a calamity, the servant is obligated to observe patience and recite "Inna Lillahi wa inna ilayhi raji'un" (Indeed, we belong to Allah, and indeed to Him we return). Dwelling on this matter is an opening for Satan, so beware of following his footsteps and occupy yourself with dhikr (remembrance of Allah). Our affliction in losing the Messenger of Allah, peace and blessings be upon him, is greater than any affliction involving a beloved one or a relative. It is not permissible to wish for death; rather, one must entrust the matter to Allah.