Unfortunately, none of the answers we can give to this question are ever satisfactory to the person asking it. That’s no one’s fault, it’s just a result of our inability to actually comprehend the natures of damnation/salvation.
In this life we derive a portion of our meaning and our joy from our loved ones, family and friends. That is a pale imitation of the love we will have for God. Even the strongest relationship on Earth, the best marriage, greatest family dynamic, or strongest friendship, will seem like nothing in comparison to the love and desire we will have for God in Heaven. We won’t feel any lack from not having our worldly loved ones with us in Heaven because God will completely fulfill every longing of our hearts.
Additionally, we will know
why that person was damned. We will see their choice, their decision to reject God. We will know that they are in Hell because they choose to be. Again, that’s something we just can’t comprehend this side of eternity, so it’s not going to be a satisfactory answer, but it is the Truth.
I sometimes wonder if I show dedication and love to my Lord will he take pity on me and my loved ones who do not believe in following religion?
This is a dangerous road to go down. While it is definitely a good thing to pray for our loved ones and do all we can to lead them to God, at the end of the day it is not up to us to save them. They still have to make that “Yes” to God. That being said, there have be testimonies from people who’ve spoken with souls in Purgatory who have related that it was the prayers of their family and friends that kept them from damnation. We cannot know the interplay between our prayers and the salvation of others, so it is always important to pray and sacrifice for everyone who dies,
especially for those people who were living apart from God. Again though, do not make the mistake of thinking that another person’s salvation is directly dependent on your actions.