We can't stop the death of a loved one but we can remember them. We can hold on to that memory as a power and an influence for good, as an inspiration when we are lonely, as a guide and direction when we feel helpless. That's maybe why we light a candle, not just Yom Kippur night, but the other three yiskors as well, and also on the yahrzeit. We light a candle because, perhaps, it's a way of symbolically shining on us and telling us that if we remember, their light will continue to shine on us. If we hold on to them then we don't have to focus on what we lost, but on the power that relationship had to help us grow.
Nobody likes change.
We'd like things to stay the way we want them to be, forever. But that's not true, not even in fairy tales. The challenge in life is not if there will be change, it's how we will deal with the change when it comes, by learning when to let go, by learning when to go with the change, and finally by remembering the loved ones. We have a way of improving our lives for the better.