I was 5.25 when my father was killed in a construction accident. I saw him laying in the casket; I attended the funeral, including the cemetery part. I remember the rifles firing o'er him, and I have the flag from his coffin.
None of this led me to the realization that he was really, truly gone and wouldn't be back. I don't remember looking for him, but it wouldn't have surprised me if he'd shown up, either.
At that age, the knowledge of death simply isn't realized.