I'm sorry to hear about that, Losing an important person in your life can really be hard.
You mentioned that you're wondering if therapy would be beneficial for their sake, and I think it's important to make sure that you feel therapy would help you too.
Therapy sessions are designed for your personal growth, and the focus is on you and your needs. Your therapist is there to help you achieve your goals and work towards your own wellbeing. Therapy is there for you, and it's not about someone else. i think you should go