Kevin Durant -- Leaving OKC Would Be 'Epic Loss' ... Says Congressman

Kevin Durant leaving Oklahoma would be a "tragedy beyond belief" ... this according to Oklahoma congressman Tom Cole who has a message for Jay Z -- DON'T LET HIM GO!!!

Rep. Cole praises Durant as a hero in the state -- especially after KD cut a $1 MILLION check to help the tornado recovery effort in 2013.

You gotta watch the clip ... clearly, OKC loves Durant -- question is, will Cole's plea be enough to keep him around?