I was definitely more sad when my dog died than when my gran did.
I’m not going to say it is normal, because who can say what is normal (not me, anyway), but my gran was always old and old people die, and I vaguely knew she had a boob off for cancer before I was born and then it came back. My dog used to be young and then was middle aged and then got cancer and died. If course it was more of a shock!
Would the world have been improved more from an extra ten years of my gran than from an extra ten years of my dog? I really couldn’t say either way.