Emily Grierson has only known her father's love. He has denied her any suitor as none of the men who came asking for Emily's hand in marriage were good enough according to her father. So, living alone in the house with her father and their servants, he was the only male figure in her life. He was all she knew. When he died, he took with him an era of comfort. Southern ladies were "taken care of" by their men. They didn't pay the bills or worry their little heads about issues of government, laws, taxes, and the like. This is why Miss Emily continues to deny the men who come to collect the taxes from her, turning them away from the door without any satisfaction.
Her entire life changed with her father's death. She was unprepared for the changes as demonstrated by the less-than-magnificent appearance of her stately mansion among the newly built modern gas stations in the neighborhood.
When Emily's father dies, she proudly displays no grief on her face, insisting that her father is not dead; he lies in the house three days. (Does she hope he will rise from the dead?) Finally, law enforcement comes, she breaks down with the realization, and they quickly bury her father. The narrator writes, "We believed she had to do that...with nothing left, she would have to cling to that which had robbed her, as people will."
Clearly, Emily has lived in the abolished world of the Old South . Her father has always controlled her life, turning away suitors and ordering everyone in the household about. Emily knows no other world and is self-defined only in terms of life in the Old South. When this world is shattered, her mind is also shattered. Emily's class pride instinctively clungs to what had defined her because she senses that her life will unravel when cast into a new, foreign world. She knows that she will be pitied, and this she cannot bear.