That is actually not that uncommon. Humans often have weird way of compartmentalizing death and grief. You could even argue that it is a biological feature of humans, designed to allow us to continue moving forward despite events that might otherwise completely shut us down. I've seen a couple different people that have lost loved ones (relatives and even children) and, to me, there reaction was so muted it seemed odd. In each of these two cases, the people subsequently "lost it" when a pet died a routine, natural death. Suppressed grief will find its way out and, many times, it is a "less significant" trigger that does it. Kind of sounds like what happened to your coworker.

I wish you the best in dealing with your loss. Dogs are the best and it isn't fair that their lifespans are so short in comparison to ours.