Well, nobody wants to be reminded of their mortality. Also, it isn't a nice feeling to see the 'valley of the dead' right from your living room/bedroom.

But jokes aside, in the case of cemeteries, I'd prefer facing a Muslim cemetery as they tend to be smaller and not sprawling compared to Chinese/Christian cemeteries. Robson Heights comes to mind for its north-facing view which gives you a good view of KL city and the Kwong Tong cemetery beneath it.