I can see how the death of a loved one might incite desire to change the past. I have lost people very dear to me. But I believe the rest of my argument holds - humanity as a whole, at least, was shaped by the tragedies which befell it. Personally, I think the same is true for myself. I believe everyone has a time, even if it doesn't seem like the right one when it happens. I hope this doesn't make me sound like a heartless bastard, but it's how I've dealt with loss in the past.
Besides, if you stopped them from dying they wouldn't have died, so you wouldn't stop them... or, if a new Universe is created, then they still will have died, and just a copy of them lived.