Well, there really is no "good" way to break bad news like that. Personally, I've had to be the bearer of bad news; and if anyone's ever figured out a really good way to do it, then they certainly hadn't told me by then.

In my case, when my father died suddenly; it was only myself and my younger brother that were around at the time. (This was 12 years ago, so it's not a fresh wound, I've done my grieving and went through all the stages long ago, so this isn't an attempt to make it all about me, just a personal example.) So, I was the one who had to call my Mother who was out of town, in the middle of the night; and I had to stay up all night long to wait for my sister to wake up in order to break the news.
Those were very "hard" things to do, sure. But at the time you're more in shock, and you just kind of do it, like ripping off a band-aid.
What was a lot more "difficult" in my case, was less than a month later I had to fly back to college. And there's just no organic way to work something like that into normal conversation. These were my friends, but they didn't know my Father, and it wasn't any sort of personal loss to them. But still, people were going to want to know why I wasn't acting normally.
What it came down to, was when people asked how my winter vacation was, I was simply honest with them. It served to kill a lot of conversations when I first got back, but I'm still not sure of any method to ease someone into something like that. And at the point - like I said, I'd already been through this with my own family and those personally affected by it. By that point, I just didn't have the emotional energy to be too terribly worried about sparing anyone else's feelings.
You do weird things when you grieve or are going through emotional trauma. There's no "correct" way to go about it. And in my experience, someone who's following all of the "stages" perfectly and without any big problems - that's just a sign that they're not actually dealing with it properly.
I can see why the OP was put off or taken off guard by something like that. But if you look at it from his point of view - he probably just didn't have it in him to worry too much about sparing anyone else's feelings by then.
For what it's worth, though - you can only spend so much time being depressed and being around depressed people. I was never offended by people being light-hearted, who didn't know my situation. And it was actually kind of refreshing to talk to someone in a normal manner.