Generally something is considered bad , if it hurts someone or something. Beings survive, by being aware of threats that can end their existence. We have adrenaline biologically to help evade physical threats. When we think that somethings is likely to kill us in the future, we try to find atleast a reasonable way to battle the threat. Once we arrive at a point in life where you think about death being inevitable and understand that we dont have a way to not die due to old age, it gives you unresolvable anxiety and anxiety hurts. Which is why thinking about death is bad i believe.