When the Saints Go Marching In became well-known as a New Orleans funeral march. This is video from an actual funeral, with music provided by a very small band.
I think it appropriate for a Christian to have a good, loud sendoff. Yes, your loved ones are sorry that you’re leaving them behind. But as Christians it befits us to rejoice in our loved one’s entry into the Kingdom of Heaven, to occupy one of the many mansions that Jesus Christ has set aside for him in His Father’s house. That’s not sad! We’re sad to lose this person, but it isn’t for forever.
For we, too, each of us, have a dwelling in Heaven with our name on the mailbox.