It sometimes seems inappropriate.
There's the mourner in chief and maybe their children and close friends. People can feel their sorrow and empathise with how they express it. Then there's the mourner whose grief seems 'too much' considering their connection to the deceased. People are puzzled and don't understand why you seem so inconsolable.
There's a term for that, according to a mental health expert. It is disenfranchised grief. “It is not recognized by society,” says Bene Otto.