In 1973, during the Yom Kippur war, the Rebbe received a letter from a woman whose husband died during the battles, and she asked the Rebbe:
How do I explain to my children that the death of their father in battle is also the Will of Hashem? My son asks me, ‘Ima, when Moshiach comes, there will be Tchiyas HaMeisim and Abba will come, so why doesn’t Moshiach come now?’ My daughter asks, ‘Where is my father?
The Rebbe answered [Free translation]:
As to the questions of the children, Sheyichyu, that she writes about – explain to them (as is true) that there are Neshomos so pure that Hashem Yisborach wants them to be in Shomayim, after the have completed their mission and protected the Bnei Yisroel who live in Eretz Yisroel, and in Shomayim they advise well on all those close to them, and their children in particular, and ask of Hashem that they be successful in their learning and conduct, etc. And when the children act accordingly, it is a great Nachas and please for the Neshoma, which is ‘Chai V’Kayam,’ etc.