As it's established that life's design is a product of evolution, what advantage does emotions like sadness play in the life of an individual/species ?
I‘ll answer from a perspective I‘ve been studying in Psychology, but can‘t provide sources. If this is not within the scope of this SE, I‘d kindly ask to either add appropriate sources to my answer or close it.
Sorrow is an emotion that has specific cues and expressions like tears, distinct micro-facial cues (which are stable over practically all cultures according to studies of Paul Ekman et al.), a general tendency to withdraw from social settings.
This can be understood as communicating to other members of your group the need for consolation and social closeness, which would count as an evolutional gain.
Update: I found an extensive article on the subject: http://www-personal.umich.edu/~nesse/Articles/Nesse-EvolutionBereavement-2005.pdf
First sadness and sorrow are not necessarily the same thing. Many consider them quite distinct and thus have different functions.
In the case of sadness it is currently believed that sadness functions to drive you to change disadvantageous behavior. Example 1. Bob insults Betty, Betty will not talk to Bob, Bob feels sad and depressed about this and learns to stop alienating potential mates and allies. Example 2. Lela the wolf takes too long to in sneaking up on what would be easy prey and the prey wanders off Lela feels sadness, a negative stimulation, at the loss and the behavior leading up to it and quickly learns to sneak faster. Source
Sorrow on the other hand is a bit more difficult because it is not clear what you mean by sorrow. Separation sorrow may function to maintain connection in anticipation of the return of a partner or ally. Source Michi's anwer explores some other possible advantages in more intelligent social species. This a a far more tentative explanation than sadness which is not surprising as we see signs that sorrow exists in far fewer organisms and thus is far more difficult to define or study.
This is just a thought......... overtime the animal brain has developed and became more sophisticated. Included in this process has been the development of emotions, such as love, need to perpetuate the genetic line, ability to feel a sense of loss and hence, sorrow and the need to belong. This emotional growth has contributed in no small way to the ongoing perpetuation of the species. The ability to experience a variety of emotions enables us to feel both wonderful highs but also mind numbing lows. If we were incapable of feeling emotions and never knew was it was like to be happy or sad our subconscious yearning to perpetuate the species might not be so strong. In other words, I think there is a direct link between our capacity to feel and the innate need to perpetuate the species. If animals, including humans, didn't experience a range of emotions why bother to perpetuate the species?