What is ironic about Linda's wondering why no one came to the funeral?
There is much irony in this last scene, "Requiem", which closes the plot of Arthur Miller's Death of a Salesman.
This scene, which is dedicated to the memory of Willy Loman, is set after his funeral to which nobody attends except for their neighbor, Charley, and Willy's immediate family.
Lydia seems shocked that nobody attends the funeral and is basically detoured from her shock by Charley and the boys, who try to move the topic towards other thoughts:
Linda: Why didn't anybody come?
Charley: It was a very nice funeral
Linda: But where are all the people he knew. Maybe they blame him.
This is significant. This shows perhaps the first time in Linda's married life that she actually accepts that "something" is wrong. What is wrong, as she very well knows, is that Willy's death is a suicide. For once, Linda cannot cover up the truth, nor "sugar-coat" it with denial.
Another significant thing here is that, although Linda understanda this one fragment of reality, she still reverts to denial. She thinks that the reason why people do not attend the funeral is because they feel ashamed of knowing that it is a suicide funeral. Linda still does not WANT to understand that Willy is not the man that she thinks he is.
Linda goes further and says that they "finally" have achieved certain things that would have made the other salesmen to feel proud of Willy. Again, denial rules her mind. However, what we may see as denial in Linda's part can also be an aspect of her mourning: For she had lost Willy way before his death. She married a man who changed before she ever got to know him. Now that he is gone, she has to come to the huge responsibility of accepting what her life has been a by-product of Willy's own. That cannot be an easy task. In fact, that could make or break anybody.
Therefore, the irony of the scene lays on Linda's eternal denial of Willy's reality, in her current state of mourning from which she cannot draw any significantly good memories, and in the sad reality of having to realize that her life (much like Willy's) has been lived, perhaps, chasing the wrong dream, all along.