"Crossing the Bar" isn't just about death; it's also about what comes before death in most cases—old age. The references to sunset and evening in the poem remind us that the evening of the speaker's life is in full swing and that night, or death, is fast approaching. But the nice thing about old age is that it comes with its fair share of wisdom. And in this case, our speaker has grown wise enough to know that death isn't an end, but a beginning.
Old age brings a peaceful acceptance of death, and that's a very good thing.
The mention of "sunset" and "twilight" imply that old age is simultaneously a death and a rebirth.