some people have not been taught to be sensitive of others feelings by their parents or care takers....or maybe a situation like that has never come up in her life before so she hasn't been taught the polite, sensitive way of handling the subject matter of death with the person who is very closely effected by it.

This sounds like a good chance for you to educate her in the proper way to deal with people who have experienced death of someone close to them & let her know that it's not appropriate to bring up the subject matter until the person themselves is able to talk about it. Let her know that you understand her curiosity, but that most of the time when the person doesn't want to talk about it it's because it's too painful to talk about.

She may be embarrassed about her insensitivity, so let her know that you understand that she just hasn't had any experience being around situations like that & it's ok to learn the need to be sensitive, we all have to learn sometime......need to make her feel ok with the learning process of being sensitive.....we all have to start sometime if parents haven't had the opportunity by that point.