Art is created to make us feel. Feeling helps us cope, heal, protect, grieve, accept, and love. So when a pure artist transforms to just consciousness and memories of ours, it hits us hard.
I've seen several people say "yall act like Prince was a family member..." My response to that is..for lack of better words/phrases.. Fuck you..
Art may have helped someone through a struggle that family couldn't or didn't care to help with.
Art is Omnipotent. Artist are sometimes your help. So when your help leaves the physical form, yes.. As a human you mourn in some form, hopefully it's in a loving, appreciative manner. Let people have their moment in love.