I've seen ours doing that sometimes as well. When Fluff died (I was 12), Dad buried her and I was woken up later that night by a loud miaowing. One of our other cats, Harper, was standing over where Fluff was buried. I ended up crying myself to sleep that night, partly for Harper, and partly for myself. Harper disappeared a bit later on and was never seen again.

I cried for myself cos Fluff had been around since I was a baby and I was used to having her around.

I think cats do grieve, cos they're like humans in many ways. We grieve when someone we love dies, and so do most animals, regardless of what species they are.