I'm sorry about the downvotes you've gotten - this is a valid question, and I think one of the best ways to approach it is through the question: Does an increase in the possibility of emotional pain reduce that pain any less when it happens? Often, we see discussions about how people would just "have lots of kids because some would die and it was best to hedge bets." While that may be the case, the question still remains - how painful were those losses?

Morbidly enough, one of the best resources (obviously, answering from a Roman standpoint here) on this matter is the tombstones of these children. The fact that there were tombstones commissioned speaks worlds in itself - you don't pay handsomely for someone you don't care about. These tombstones were for both boys and girls - in fact, one of my favourite epitaphs (albeit not on an actual tombstone that we've found) was written about a young slave girl named Erotion. Here it is in the original text:

Hanc tibi, Fronto pater, genetrix Flaccilla, puellam
Oscula commendo deliciasque meas,
Parvola ne nigras horrescat Erotion umbras
Oraque Tartarei prodigiosa canis.
Inpletura fuit sextae modo frigora brumae,
Vixisset totidem ni minus illa dies.
Inter tam veteres ludat lasciva patronos
Et nomen blaeso garriat ore meum.
Mollia non rigidus caespes tegat ossa, nec illi,
Terra, gravis fueris: non fuit illa tibi.

Regarding translations, I've never been able to translate this one well enough to truly convey the pain and sorrow that are present in the Latin - I'll try to give you a general idea, though:

Here I commend to you, Fronto and Flaccilla,
your daughter, my joy and my delight,
Let young Erotion not be terrified by the black shades
and the gaping mouth of the Tartarian dog.
She would have completed six cold winters,
had she only lived but six more days.
Let her play happily between her aged parents,
and chatter my name with her lisping voice.
Let the turf covering her bones be soft and not hard,
and do not weigh heavily on that girl, Mother Earth,
For she was not heavy on you.

...And now I'm going to go drink away my tears, because that poem is heartbreaking to translate. What degree of affection was shown, you ask? The same as is shown today. Children were a delight to the ancient parent as much as they are to modern parents and, while it was considered estimable to be able to move beyond losses (at least to the outside world), that kind of pain still left its mark. People haven't changed all that much - which, incidentally, is one of my favourite things to see in my studies of the ancient world.

This example isn't from Europe, but recorded from a Nahua (Aztec/Mexican Indian) poem that probably dates to the 1500-1600s in Spanish Colonial Mexico.

There was an old song about a dying infant speaking to its mother. It ran something like this: “Little mother, when I die, bury me by your hearthside. When you go to make tortillas, weep there for me. And whenever someone asks you, ‘Little mother, why do you weep?’ you’ll tell them, ‘Because the firewood is green, and makes me weep with so much smoke.’”

(from Camilla Townsend's Malintzin's Choices: An Indian Woman in the Conquest of Mexico)

This poem makes my heart ache. The mother is heartbroken by her infant's death, but nevertheless soldiers on and hides her grief by pretending it's the smoke from the fire making her cry. It makes me wonder how many parents put on a "stiff upper lip" in the face of infant mortality rates that are staggering by modern standards.

The Icelandic Skald Egill Skallagrímsson (died around 990), who apart from being one of the greatest poets also was a rather fierce viking during his youth, wrote one of his three preserved great poems about the loss of his sons. The poem, Sonartorrek, is exceptional in its personal nature and its expression of feelings, which we don't usually expect from skaldic poetry. The Egils saga Skallagrímssonar tells us that he wrote it after his favorite son, Bödvar, drowned. Egill then tries to starve himself out of grief, but his adoptive daughter talks him out of it and convinces him to compose the poem, which helps him deal with the situation. While the poem is very likely to be authentic, that is from the middle of the 10th century, the Saga which describes these circumstanzes was written down during the early 13th century, so we can't be sure that the account given is historically correct. We can however deduce from both the poem, as well as the later prose, that people grieved about the loss of their children and that this was understood to be natural, both in the 10th as well as in 13th century Iceland.

Edit: I should add that Egill also had surviving children; his son Thorsteinn was his heir eventually, but the two didn't like each other much, according to the Saga.