It could mean you're sociopathic (typically characterised by selfishness and narcissism), it could mean you just don't feel strong emotional response to things but are otherwise normal (usually due to desensitisation), it could mean you already got over her death before she died, it could mean you simply don't have a problem with death (think for example a person who is 100% absolutely CONVINCED heaven is waiting for everyone after death), it could mean you have Asperger's syndrome or some other Autism-spectrum disorder (I've discussed a similar situation with a friend of mine who has AS).
If this is you, don't beat yourself up over it. Even if your situation matches the worst of the above scenarios - sociopathy - it doesn't mean you're a bad person (not by default at least, though you might be) your brain is just wired differently.