At the core of my favorite anime of all time (Blast of Tempest) is the death of someone achingly important to the main characters. Martian Successor Nadesico uses the unceremonious death of one of its characters for both comedic and powerfully emotional effects. The death of the Ant King at the end of the Chimera Ant arc brought me to tears because of all the character and thematic threads woven into it. And there are plenty of other anime (and stories in other forms, for that matter) that use death well. I don't know if there's necessarily "value in the idea of loss," as you put it, but certainly death and loss is an unavoidable fact of life that we all have to face. As such, there is a definite gravity that ought to be lent to death in storytelling if it is aiming for a particular effect. It's likely true that all of the best death scenes in everything hold within them a particular regard for the dignity of death. It's sacred, in a way.
And so, yeah, that also means death is easy to mishandle and use badly. And I've seen my fair share of stories that do that. But you always hope for and remember the ones that do it right.