What happens when babies die?
We don't need to guess because the Bible is not silent on the issue of when this tragedy happens. There are lots of small hints found across Scripture but I will start with the most well known case of the two sons of king David who died.
Before we go to the case of David losing the unnamed infant, let us study how David responded to the death of his son Absalom who led a rebellion against him:
2 Samuel 18:33 And the king was much moved, and went up to the chamber over the gate, and wept: and as he went, thus he said, O my son Absalom, my son, my son Absalom! would God I had died for thee, O Absalom, my son, my son!
His mourning continues in the next chapter, and it was so excessive that Joab came in and reproved him for it, and even warned that the people might choose a new ruler if he didn't sort himself out.
Now, let's consider his sick infant whom he prayed and fasted for:
2 Samuel 12:21-24 Then said his servants unto him, What thing is this that thou hast done? thou didst fast and weep for the child, while it was alive; but when the child was dead, thou didst rise and eat bread. (22) And he said, While the child was yet alive, I fasted and wept: for I said, Who can tell whether GOD will be gracious to me, that the child may live? (23) But now he is dead, wherefore should I fast? can I bring him back again? I shall go to him, but he shall not return to me. (24) And David comforted Bathsheba his wife, and went in unto her, and lay with her: and she bare a son, and he called his name Solomon: and the LORD loved him.
David showed patience in submitting to God in the case of this death, and in verse 24 we can see that God made up the loss to his advantage in the birth of another. Not only this, David expresses the truth of how souls are immortal, and the hope of the dead son waiting for him. A very obvious difference in response to his rebel son Absalom's death.
In the next case we'll read from the book of Job:
Job 3:16 Or as an hidden untimely birth I had not been; as infants which never saw light
This is taken from a point in which Job is regretting that he ever lived at all. By him simply stating that he would have had the same lot as a 'hidden untimely birth' (this is a way of saying one before its time or an early miscarriage), he is also expressing that they have immortal souls and also their future state in them being in the place where 'the wicked cease from troubling; and there the weary be at rest' (verse 16).
We shouldn't neglect these words from Job as he did proclaim his knowledge of needing and knowing the living Redeemer (Job 19:25-27).