It's the usual "Here I'm going to try to make you feel guilty to make myself feel morally superior."
I always tell these people the same thing. I'm sorry that I don't spend my day reading the obituaries, crying about people who have had no direct or memorable impact on my life. There will always be people behind the scenes working hard and doing things that, were they not to do, I would certainly notice. However, time does not permit me to acknowledge them all by name or to be able to mourn over all of them.
Steve had an impact on my life, I saw it as plain as day. He wasn't in the background, that wasn't his calling. He was in front of me, inspiring me and enabling me in my work. I'm sorry that someone I don't know died, and I hate that such a thing happened to them, but I cannot connect the lines of my life to this one person's life. I cannot see where this one person had a direct impact on me. Maybe they did, and if someone wanted to put the puzzle together for me then I'll have a more emotional reaction.
It's all about putting up a guard, not letting these people guilt you into feeling like a bad person. We can't connect with everyone, we can't mourn over everyone, and we can't acknowledge everyone. Any suggestion to the contrary is illogical and unproductive. Any suggestion that we should mourn over no one, because we can't mourn for everyone, is quite heartless in itself.