A pack leader is an integral part of the hierarchy. The death of one should be mourned. The death of one who tried to fight off the Executioner is even more tragic. Sauron tried to save them when he found out that Ragnarok was an Executioner. They didn't understand why he fought a future Executioner until he died and the Executioner turned on them.
Sauron did his job as the pack leader until his last moment. He wouldn't give up an inch for the interest of his pack. But now he is gone. It is an understatement to say that he will be missed. They can heal broken limbs, but they can not heal detached limbs. Just like detached limbs, they may never recover from the loss of Sauron.
The Alphas present stepped forward one after the other to say some words about him.