Tracey and Jaqui C between them have got it about right - there's a huge difference between compassion and grief. Unfortunately the modern-day love affair with Celebrity has caused many to confuse the two.
I feel the same compassion for Reagan as I would for any human being who suffered Alzheimer's, but I don't feel grief for him. I feel compassion for anyone who suffers in this life, or dies, or is affected by the suffering and death of others, but it's not grief.
My grief is reserved for those who truly deserve it, who made me who I am - my wife, my children, my parents, my sister, my other close family, friends and colleagues.