John and Elizabeth inhabit a world beyond sorrow, above it, because in Act IV, they are finally reunited emotionally, communicating, reconnected. The sorrow is because it came through the process of John being condemned in the court, stripped bare emotionally, openly confessing his adultery and being accused of witchcraft.
The Proctors strength, love and unity come from John's decision to die with honor. Even though he wants to live so he can enjoy his family and love his wife, he offers his life rather than smear his name, this takes great courage and faith. He protects his immortal soul, but must sacrifice his earthly life to save it.
Now when John and Elizabeth have found each other with deep love and sincere devotion to one another, now they will be separated by death, a death that Proctor chooses and she agrees is the right thing to do.
The Proctors never have a chance to enjoy their new devotion to one another or embrace their new found love and respect.
John and Elizabeth have experienced great sorrow in their lives but they have been able to learn from those experiences. John had an affair with Abigail that brought extreme sorrow to Elizabeth. So, she shut John out emotionally even though he kept trying to work himself back to her. Finally, she acknowledges her lack of forgiveness when she says to him " I kept a cold house". She realizes that if she had shown a little more kindness, John would not have been so intent on vilifying Abigail. This is what lead to his imprisonment and ultimate death. For his part, John learns that he must uphold his good name and not allow people to think he was in league with the devil. After all, he was already known as a self-confessed adulterer and adding a charge of witchcraft to his name would only punish his wife and sons. So, both learn, through sorrow, the consequences of their actions. Therefore, they have arrived "above sorrow" because they are no longer drowning in it, but have learned deep lessons from it.