"Grave New World" by the Strawbs? They also did songs called "Burn Baby Burn" and "Burning for Me".

"Autopsy" from Fairport Convention.

"The Unquiet Grave" ("a young man mourns his dead love too hard and prevents her from obtaining peace").

Muse's "Supermassive Black Hole".

Pink Floyd are good value, though often their titles are deliberately death-oriented rather than accidentally so, so probably a cheat for the purpose of this game. Still:

"Is There Anybody Out There?"
"Come in Number 51, Your Time Is Up"
"Comfortably Numb"
"Absolutely Curtains"
"Waiting for the Worms".

Playing Alex Harvey's "Gang Bang" at a funeral might raise eyebrows, even though the lyric is clearly set after the loved-one's passing away and appears to have some of the characteristics of a heartfelt funeral oration.

LOOK AWAY NOW!

Warning: 70s sensibilities at play!:

There once was a woman with wings
Happy with the simple things
She had silk suspenders and high, heeled, stocking thighs
Helping me in my need
She was a friend, indeed
She was my baby until the day she died

Ain't nothin' like a gang bang
Ain't nothin' like a gang bang
Ain't nothin' like a gang bang to blow away the blues.

She was a woman who was twice my size
She looked into my eyes
She said "Only you can blow my blues away"
She said "I'll tell you what to do
Bring all your friends with you
And you can come up and see me any ol' time of day"

Ain't nothin' like a gang bang
Ain't nothin' like a gang bang
Ain't nothin' like a gang bang to blow away the blues.