That’s what mine would do to their sister or brother when they came home from the vet after a procedure, and smells different.
Other than that mine don’t even seem to interact very much. When I had little cashmere put to sleep, at 9, her two siblings didn’t even seem to notice that she was gone from the house. I was very disappointed in them. The three of them had been together since day one. I think it is sweet that yours bonded and she misses him.
I think the difference is probably she saw him die. But that may explain your cats not missing him. Do I remember you saying you have Persians? Beautiful cats.