Doing the right thing all the time is painful, tedious and can cost you. But doing the wrong thing will cost you too. Both compound.
The literal advice about going to the funeral is about showing up for people who meant something to you. There are only a few special times in your life when you get to see a large chunk of other people's important people:
* graduations
* coming of age ceremonies
* weddings
* funerals
Being there gives you a special chance to know the person better. Just do it.