Without trying to sound really heartless it's only sad because you are projecting human emotions onto them.
The cat didn't even the know other cat was dead, not really. It obviously knew it wasn't behaving normally and so tried to interact with it, and then just sat down and went to sleep.
Only very few animals have been shown to grieve. Chimpanzees and elephants are the only animals that demonstrate signs of being capable of it and even in most chimps it's very short lived.
That cat really wasn't that bothered.
There are some great books on animals by Temple Grandin, an animal behaviour professor who also suffers from autism. She is known as the woman who thinks like a cow and her books are very interesting and instructive in seperating how an animal really thinks from how we think they think.
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