Except Ruby had already lost people close to her.
Summer - Died out on a mission while Ruby is really young. Ruby is currently grappling with the very real possibility that she is actually a Hound now.
Pyrrha - While a friend and someone Ruby directly failed to save, she was far closer to her team than with Team RWBY.
Penny - A friend once dead, returned to her. Then tried protecting with all she had. Someone Ruby took a risk and used some cunning to try and save. A friend, someone close and important to Ruby, still died despite everything.
Not to mention if people are right then Penny's body will be there on that island, and that will be the second time Ruby will have seen her friend dead.
Ruby has lost people, it's true, but Penny has held more importance to Ruby since the reunited in Mantle. And this is also on top of everything else that has gone wrong for our little hero in a very short amount of time.
To put it in perspective, I have lost a few family members in the last few years. My Aunt and my Gandmother both died within the same month like 2 Decembers ago. It was rough for all of us, especially after spending the last few years before hand taking care of Grandmother as her body and mind slowly faded. More recently my Dad died back in August, around a week after his birthday (in his mid 70's). I am the one who found his body. It should be no surprise that his death hit me and my family harder than the last 2. He was right there. He picked me up from work earlier that day. He was just in the damn shower. I can't even count how many times I have thought "If I had just checked on him sooner, he would still be with us." But here I stand, months later, doing what I can to carry on. I have lost people. Been to many funerals. I would love to have my old man back, but I can't. He is dead. Instead I carry on. I go to work. I help Mom around the house and with the dogs. I support my fiancée. Some days are easier than others. Other days the frustrations and emotions risk boiling over. I cry almost every damn time I look over at his Urn and I miss him. But, it is what it is. He is gone. It hurts. I carry on.
I know death. I have seen death. And I keep moving forward. Ruby now has to handle that same test that life throws at all of us.