As I said in a previous post that sadness is not the only reaction to loss. It is however the expected response. When someone has suffered a bereavement and does not immediately feel sad they will often judge themselves or feel that others will judge them for not being upset enough or at all.
Many people feel like they do not know how to grieve and can go years before processing a death of a loved one. Grieving is a very uncomfortable process and unexpected emotions can surface. Anger and guilt are common feelings to have towards death but in society sadness is the most expected and tolerated response to loss.