There is no sorrow in heaven, it is an emotion that doesn't exist. If your loved ones aren't in heaven when you get there you don't even think about it. The presence of God is so powerful there that it wipes out sorrow.
Those of my loved ones that are gone that didn't go to heaven I mourn for here on earth. But at the same time whose fault is it that they didn't go to heaven? Mostly it is their fault, we all have choices in this life, and accepting or rejecting God is one of them. But at the same time God puts on us to get people saved. What if someone could have gotten to them but didn't because they were too busy with other thing to listen to God? I do not believe that that person will go to hell (as long as they are Christian) for not getting the other person saved, but God does have rewards for those who are obedient to His voice.
So that is my two cents