Unfortunately, the death of a loved one is something that we absolutely cannot change.
With many other topics in therapy, people are focused on changing their circumstances - e.g. "If only I could get a better job" or "Life will begin when I move to a new city". This is not the case with the loss of a loved one. So often what is really happening in grief counselling is that it is one of the few times in therapy where the spotlight on change is squarely placed on the patient themselves becuase the circumstance itself cannot be changed.
The goal is to help someone come to accept this responsibility by working with the understandibly strong emotions like grief, guilt, sadness and hopelesness that are so visceral for the patient. What also tends to come up is societal expectations around how we "should" behave in regards to death. Whether it is "getting over it quickly" or "putting on a brave face", people struggle with managing the expectations that are put on them. The goal of therapy is to address all of these issues, but another way of putting it is that therapy is about honouring, understanding and respecting the process of death, so that in this way we honour our loved one and ourself in the process.