Out of curiosity, did the surviving cat have a chance to see (and smell) the remains of the dead cat ? I know it's often advised to show to pets (cats and dogs at least) the remains of any human or other pets that die, so that they understand what happened and don't interpret this as "abandonment".

Similarly, families of people that disappear are often "relieved" when a body is found, since they can properly start to grief instead of clinging on some hopeless dream that their loved one might reappear out of thin air.