I mean I agree in your observation, but I think it actually makes a great deal of sense with regards to both the character, and the realistic tone in which the show was rooted in.
Beginning first with Brenda's state of mind during the ordeal. Obviously extremely torn and distraught given the complicated nature of how Nate died, she certainly was not in a very loving and accepting state. While completely understandable, she barely seemed able to hide her own animosity of the overall situation, all but rolling her eyes during the Rumi poem and seeming so desperate to leave with her shovel throwing.
And that's of course in addition to her general personality as it is, certainly not a person who welcomes anything resembling pity or overstated sympathy. I always saw Brenda as hellbent on asserting her own independence and self-sufficiency, no doubt related to her relationship with Bernard and Margaret, dating all the way back to her Fineberg days. So not one to receive those types of emotional displays as it is, her very clearly agitated and tense nature during the funeral services probably would be difficult to read and overlook.
And that's without even taking into account the people who she was surrounded with. While the Fishers had made tremendous strides over the course of the series, it is certainly not as if they were the epitomes of emotional maturity and tact. They spent the length of the series trying to dig their way out of the hole of emotional repression and seclusion.
Moreover, it was not as though any of them had a particularly close and consistent relationship with Brenda. The discomfort between Ruth and Brenda essentially lasted the length of the series and up until their scene in the finale. Claire had her moments with her (the abortion situation) but never seemed particularly close to her (although that did seem to change given their interactions in the Sia montage).
As for David, he too had his moments with her, but whatever conversations they had seemed to still be relatively impersonal. I'm thinking about their conversation in Ecotone at the vending machine, where he seemed to have not spoken to her in a while and was learning crucial baby information for the first time. Now the intention of this scene was of course to show that Nate hadn't even bothered to share said information with his brother, but I still think that lack of familiarity between Brenda and David was evident. There was also that sweet minor finale moment where Brenda tells David that they are family, to which he responds in a semi-surprised and affected way, as if that wasn't something he had ever really considered.
With all of this in mind, situations do of course change when a woman's husband dies, and it would not at all be unexpected if the lack of closeness evaporated during such a situation. On that note, this show prided itself on realistic depictions of suffering and realistic depictions familial relations, and I think it makes a great deal more of sense from a character perspective to have Brenda left off to fend for herself given this situation.
In an ideal world, all of them would have joined her in a universal hug and shed their tears together, but then of course it wouldn't be Six Feet Under.
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