Why do I not get sad?

When I experienced my first death, it was my grandmother. I loved my grandmother, and I always liked playing with her as a child. However, when she died, I didnt really feel very sad. I saw people crying and praying and I just didnt feel like I belonged there. My second death, was my dog. My dog died at the age of 14 (I was 12) so I had her my entire life. But when she died, I didnt feel much sadness. I didnt even cry a single drop. It did feel more empty when she died, but the sadness didnt come. And its not like I cant experience sadness. Im a normal guy, I get sad when I lose a game, I get sad when I dont have enough money, I get sad when my girlfriend doesnt text me. But for some reason, I dont get sad when people die. My third death was my mom. I love my mom. I loved my mom my entire life, but when she died I felt it as an inconvenience to me. I hate that I felt that. I wish I showed more expression back then. Im just confused, because I was watching a show and one of the characters died. And I was sad. So why cant I be sad for my own loved ones?