"And they said to Moses, Was it for lack of graves [in Egypt that you took us to die in the wilderness]?" (Exodus 14:11-12) - after they had put the leaven into the dough, they came to Moses and said, "Is this not the word [we spoke to you in Egypt]?" and so on. And what had Israel said to Moses in Egypt? Behold it says, "And they met Moses and Aaron standing... and they said to them, May the LORD look upon you and judge" (Exodus 5:20-21). "We were grieving over our enslavement in Egypt; the death of our brothers in the darkness was harder for us than that. We were grieving over the death of our brothers in the darkness; our death in the wilderness is harder for us than the death of our brothers in the darkness, for our brothers were eulogized and buried, but as for us, our carcasses will be cast out to the heat by day and to the frost by night."
Better to Have Been Buried in Egypt Than to Rot in the Wilderness
Yalkut Shimoni on Torah 231:2
(שמות יד יא-יב) וַיֹּאמְרוּ אֶל מֹשֶׁה הֲמִבְּלִי אֵין קְבָרִים. מֵאַחַר שֶׁנָּתְנוּ שְׂאוֹר בָּעִסָּה בָּאוּ (לָהֶם) אֶל מֹשֶׁה אָמְרוּ הֲלֹא זֶה הַדָּבָר וְגוֹ' וְכִי מָה אָמְרוּ יִשְׂרָאֵל לְמֹשֶׁה בְּמִצְרַיִם, הֲרֵי הוּא אוֹמֵר "וַיִּפְגְּעוּ אֶת מֹשֶׁה וְאֶת אַהֲרֹן נִצָּבִים וְגוֹ', וַיֹּאמְרוּ אֲלֵהֶם יֵרֶא ה' עֲלֵיכֶם וְיִשְׁפֹּט", הָיִינוּ מִצְטַעֲרִין עַל שִׁעְבּוּדֵנוּ בְּמִצְרַיִם, מִיתַת אַחֵינוּ בַּאֲפֵלָה קָשָׁה מִמֶּנּוּ, הָיִינוּ מִצְטַעֲרִין עַל מִיתַת אַחֵינוּ בַּאֲפֵלָה, מִיתָתֵנוּ בַּמִּדְבָּר קָשָׁה לָנוּ מִמִּיתַת אַחֵינוּ בַּאֲפֵלָה, שֶׁאַחֵינוּ נִסְפְּדוּ וְנִקְבְּרוּ וְאָנוּ תְּהֵא נִבְלָתֵנוּ מֻשְׁלֶכֶת לַחֹרֶב בַּיּוֹם וְלַקֶּרַח בַּלַּיְלָה.