I would say yes, they can mourn, just as they form bonds and companionships.
When I first introduced my unicorn tang to my tank, he was tiny. My squirrel and angel tried picking on him a lot, but my batfish went after the two first trying to pick on the tang. Now, the tang does not leave the batfish's side, even though the other fish never pick on the unicorn anymore. They swim together almost constantly. When the batfish has a sheet of nori hanging out of its mouth, he will not let the angel or kole tang pick at it, but he does not turn away when the unicorn goes to pick at it. I truly think my unicorn and batfish have formed a bond of friendship.
By the way, I am very sorry to hear about your kole tang.