Actually, we heard from... rather a few of them. And by my count, the ones that didn't want to come back, or at least seemed to make peace with the fact that wasn't happening...
- Emet-Selch
- Mitron
- Loghrif (sort of, that one's complicated)
- Elidibus
- Fandaniel (in all identities)
- Hythlodaeus
- Most unnamed Zodiark sacrifices
- Venat
Meanwhile, the ones that either did want to come back, or died mad enough that they're presumably not done...
- Lahabrea
- Igeyorhm, maybe, we didn't exactly give her time to contemplate it
- A minority of the Zodiark sacrifices
Granted, the list is biased towards those who lived through the Sundering and the millennia afterwards, and so were probably a bit tired. But I can find very few Ancients that weren't fairly accepting of their deaths, albeit in extreme circumstances.
...now that you mention it, that might be a problem. Again, most of Zodiark's sacrifices seemed pretty okay with their lot, but even those guys seemed to have some heavy thoughts about what all was going on; there was a lot of 'we did everything right, why didn't it work' anxiety. That's probably gonna hurt even more now that Zodiark is actually gone rather than just in trouble.