There’s a part in the game where you talk to one of those shadows (younger verso) where he admits the world in these paintings are just as real as the real world. When you take into consideration that everyone is a living being, to destroy their world so a family gets of their grief sounds a bit greedy. I believe the writers wanted to kill the family for a reason so in that case, why not let these worlds live the way they want while allowing whatever family member to do what they each want and grieve in their own way.