I cried when my beloved cat and companion for over a decade died, but did not need grief counseling.
Well, maybe that makes you somehow superior to someone who might benefit from it.
Even if the zoo is using ‘grief counseling’ simply to show that they ‘care’ (and I doubt that) it may do someone good.
(People come back from war with PTSD; I guess you wouldn’t have needed that either - but others might.)