One of them died suddenly years later. As painful as that was, it was even more heartbreaking to see our other cat dealing with his death. She did not understand why he had disappeared, and grew increasingly upset in the days following. Searching everywhere around the house making distressed meows at all hours. Demanding to have every door opened so she could search every inch of the house multiple times.
After a week, she began to understand our other cat was not coming back. For at least a month, her appetite disappeared, she was grooming herself compulsively and needed to be near one of us 24/7.
This is only one anecdote… but to me the fact animals can grieve is beyond question