When you die quickly, you personally don't suffer, but those around you are stunned by the sudden, often unexpected loss and life. It seems cruel and arbitrary.
You never get a choice, though. Some people, like my father, survive their first heart attack with no apparent long term damage while others, like my mother, don't. Some people get cancer. Some people even get hospitalized for things that aren't life-threatening--but when something life-threatening does happen, those medical problems become obstacles to effective treatment.
I don't have the link handy, but there was a study a while back comparing hospice care to class 3 chemo (that's the really, really poisonous bad stuff). The study found that families of those who went into hospice coped better with the loss. Furthermore, almost counterintuitively, those in hospice care actually lived longer on average. Sometimes, taking stress off the body gives it just enough room to keep fighting on its own a bit longer...
I've lost friends to sudden deaths -- usually accidents. It's a bolt out of the blue, but it's over quickly and there's rarely much suffering.
I've lost family "after a long illness" as the news reports say, and the roller-coaster of misdiagnoses, initial treatments, exploratory surgeries, continued uncertainty of diagnostic monitoring and procedures, hope for treatment advances, false hope from charlatans and quacks, relapses, remissions, and the final, inevitable, unstoppable, and increasingly debilitating decline, tears people, families, and communities to pieces.
I've also seen cases where the end was known, but treatment brought, at a relatively low cost and with little dread or pain, an extra six months of a life that was happy and full of love. In that case, not so bad.