I would personally rather experience something and then lose it, mostly because it gives you more of an encompassing view on life. If you were born blind, or lived your whole life alone, or never traveled, there would just be a blank space in your mind you'd never be aware of. While the loss can be very significant, it can also be necessary to grow as a person and exposes us to more experiences. It would probably be harder, but result in feeling more alive and having a wider range of experiences.
How true, I'm only 21 years old but I have some friends that have gone through some serious pain. I do believe that this pain may have changed that for the worse in some ways but it has defined them in a way that has also made them better people. It is hard to find the silver lining for some situations but there is always one.