"Why do bad things always happen at Christmas?"
The simple answer is that most of the time, they they don't. It's just that Christmas, and other festive occasions such as birthdays, New Year, etc., act as a marker on which to place the tragedy.
When bad things happen, we they do we look as to why and for a cause we wish we had seen coming.
"If only," we tell ourselves.
Instead of looking for reasons, answers or blame - spend time reflecting on the good memories, or maybe the bad times if that is helpful for your situation.
Bad things happen. Acknowledge it, find out as much as you can about it, help yourself to come to terms with it, and then help others in whatever way you can.
By all means cry, shout, get angry, and express out loud how you feel. That is a good thing to do as suppressing emotions is detrimental to your well-being.
Take as long as you need, don't rush it, and you will know when it is time to move on. When it 'feels' right, start moving forward.
If you have trouble accepting the tragedy or moving forward, ask for help. There is no shame in seeking assistance, it is a sign of strength to do so.
Bad things happen, that is a part of life. Good things also happen which is also a part of life, a bigger part may I suggest. We just don't see the good things when we are sad and down.
Forget the bad things in the past, look to the good things in the future, but always be in the moment.
I wish you and your family the very best for the holiday season, Merry Christmas.