I'm going to start this answer with a short anecdote from my own life. When I was in high school, I had two friends suffer tragic accidents. Nobody died, but one friend got hit by a drunk driver and had to have his leg amputated. The other friend was on a motorcycle and was hit by a truck. That accident paralyzed him from the waist down.
This was more than twenty years ago, but I still remember two distinct reactions in both cases. The first reaction was complete disbelief. I thought people were playing a cruel joke on me. Once reality sank in, anger took over. I was angry at what I considered the injustice of the entire situation. It wasn't their fault, but they paid heavy prices. I read Bridge to Terabithia for the first time years after these events from my life.
Jess's reaction to Leslie's death is awful to read. It's awful to read because of how true to real life his emotional response is. It perfectly mirrors true human grief and our response to tragic news that involves people we love.
Jess is told at the end of chapter 10 that Leslie died. Chapter 11 shows readers how Jess shows stunned disbelief. He even says that Leslie's death is not possible because of how strong of a swimmer she is. By chapter 12, Jess is angry at the entire situation. He's angry at Leslie for leaving him alone. He's angry that she went to the stream without him. Jess is even angry that other people are sad. Leslie was his, and how dare other people try to feel as awful as he feels.
They weren't crying for Leslie. They were crying for themselves. Just themselves. If they'd cared at all for Leslie, they would have never brought her to this rotten place.
Jess's anger eventually boils to the point where he punches May Belle. Jess's father is the one that calms him down and helps Jess begin moving toward acceptance.