Are martyrs sad?
Standard answer: no. They are in Heaven by definition, and “He will wipe every tear from their eyes.” Any suffering they may have experienced is over, forever. Further, they will bear no ill will towards their tormentors, but rather pray for their conversion.
I agree. Generally.
Fifteen chapters earlier in Revelation, we read a less famous verse. “…I saw under the altar the souls of those who had been slain for the word of God and for the testimony they had upheld. 10 And they cried out in a loud voice, “How long, O Lord, holy and true, until You judge those who live on the earth” and avenge our blood. 11 Then each of them was given a white robe and told to rest a little while longer…” This is hardly the ideal of kind, forgiving martyrs, who have forgotten that nasty business about horribly dying in torture.
(Thus the hazard of reading the Bible. It may contradict one’s beliefs.)