Honestly, I think the most confusing part of this strip is that Celeste went out of her way to organize a funeral for Blue, given how she acted towards him earlier.
Though, that was in the context of a video game. So who knows how she actually acts towards him.
I also just realized that they didn't even spring for a casket; they just threw his corpse in a hole in the ground. So maybe it's not that weird for how they act towards Blue anyway.