This shouldn't come as a surprise to anyone who has paid attention to their cats' behaviour when another pet dies. I remember when one of our four cats didn't come home, there were definitely changes in how the remaining three behaved. Apparently the cat got hit by a car and was found by someone and dumped in one of those bins where they dump dead animals for rendering. We took her home and laid her on the lawn so the other cats could know that she was dead. Each of the cats came one by one, giving it a sniff and concluding that she was dead. One of them however stayed with her until we took her away to bury her, an incredibly endearing display. It took a while before they all started acting like they did before.

And with the subsequent deaths of all the remaining cats, as they are all sadly deceased, I saw similar things happen.

We should not anthropomorphise animals, but that doesn't mean they don't have complex feelings or thoughts. If we find that even bees can "play", it's not that weird if cats can "grieve".