When my mom told me that each of my grandparents died, I had a similar reaction. I think I'm just analytical, but I can pretty easily accept that I will never see people again. Weirdly enough, the only funeral I've ever really cried at was a person I barely knew, because I was upset that I don't grieve like other people. It was totally selfish.

My mom wanted to put me in therapy after my Grandma's death. I think our conversation went like this:
Mom: I want to tell you (blah blah blah sentimental crap I don't comprehend) and I'm here for you if you are sad about this.
Me: My glasses are dirty. Can we go to Wal-Mart today?

Yeah that was about it. I'm right there with you, though.