YAB a bit U. It's hard losing a pet, and you say she's young and quite new, so perhaps she's worried she will feel emotional in the office and embarrass herself.
We took in a rescue dog, not knowing he was ill, and lost him seven weeks later very suddenly and to a horrible illness. The last morning of his life was a bad one, he was distressed and frightened and probably in pain, and that maybe more then him dying was upsetting to witness.
It was upsetting even though we'd only had him a few weeks. I was off work at the time anyway but certainly the two days where I had to take him to the vet and have him put to sleep, after we'd struggled all morning to keep him calm and comfortable, and the following day dealing with his remains, were very upsetting for all of us.
He was suffering, we did the right thing, but it was also good not to be at work because I felt quite badly affected by it and I wouldn't have wanted colleagues or customers to see me on either of those days.
And I know it's not the same as losing a person you love, but I've found that since we went through our losses, other things upset me more easily and to a greater degree, which I think is the other explanation for why I felt so upset about this dog. So perhaps losing her pet has brought back memories of the loss of a person she loved as well.
I don't think it hurts to be a little kind to people if you can be, as long as they don't take it too far. An afternoon off and a day working from home shouldn't affect anyone too much, should it?
I once had a colleague who took nine months off for embarrassment (long story, too many identifying details to go into) and that was annoying for everyone else.