They didn't have to have experienced a parent dying, they just had to actually properly listen to what she was telling them and understand what those emotions might feel like.
Yes, you don’t need to have been through a similar situation as someone to be able to empathise with them. Far from it. Empathising is making an effort to try and put yourself in someone’s shoes and imagine how it might feel for them, not how it did or might feel for you. Two people can have both lost their parent for example and with the perspective of ‘you can’t empathise if you haven’t been through it’ believe they’re the best individuals to empathise with one another. When in reality something like losing a parent can be a wildly different experience for one person than another. I’m thinking of how when I lost my own mother i was devastated because I loved her and we were so close, and I’d had time to watch her slowly decline and suffer and it hurt me to see her suffer. A friend lost her father and was practically jumping for joy as he was an awful man she couldn’t stand and who had caused so much pain, she had complex emotions later about feeling pleased someone had died and having never been able to have a ‘good father’, but her experience of losing a parent was so wildly different to mine the only thing we had in common was that a parent had died. You’re not automatically better able to empathise with one another just because a similar event has happened, it’s more complex than that, and in fact sometimes people who aren’t caught up in their own painful memories and experiences about a vaguely similar situation can be the ones to empathise best as they are thinking solely about the other person and not trying to draw links and compare with their own experience.
Not everyone is wonderful at being able to empathise, I think it’s partly innate and partly skill that can be learned. It’s crawling into a hole with someone who’s stuck to offer support and listen to them and genuinely try understand what it’s like for them to be in the hole rather than standing outside of the hole imagining how you’d feel if you were in there.
People often get empathy and sympathy mixed up and believe you can’t truly empathise without the same experience happening to you but it’s simply not true (and as I said above, it’s impossible to have had the same experience as someone else). Everyone goes through things differently.
If you couldn’t properly empathise without having been through something yourself you’d have no such thing as people who are therapists for a living, every doctor would have to have had all illnesses themselves, marriage counsellors would have had to have had both a secure successful long running relationship and come through a horrific divorce, etc.
Of course ultimately, the person you’re trying to empathise with is the judge of whether you’re able to do it or not. Not the person trying to empathise.