I don’t think they do.
I think they’re happy they’re now the apple of your eye.
In all honesty?
They only mourn because you do.
When you clutch at them as you grieve over the loss of another cat, almost snuffing the life out of them (were you really planning on having two cats pass on?), they tend to panic and feel your depression.
They may either scoot or scat. So please, don’t disturb these already-disturbed animals. I think they’re really happy you can concentrate on them now – and only them.
For, in unofficial cat psychology, cats are possessive. Sure, it seems they only want you to feed them, but they are creatures of habit, too. They demand feeding at a certain hour, especially if YOU were the one who started all that feeding at that certain time.
If another of their companions pass on, they will sniff the bed of the other for a while, but maybe after a while, you’ll find them on it eventually.
Not that they’re heartless. They’re merely practical.
Women and cats are probably the same. Why else do they say “catfight” or “catwalk”, eh?
So, when you mourn, they will look up at you in pity or sympathy, and sometimes confusion, but once you give them twice the food (well, other one’s gone), she may just show you more love – and loyalty.
Also, some cats are just born sad-looking.
Nothing you can do about that.
Don’t get too imaginative.