How could Princess Celestia be so caring to someone who would go from cradle to dust in a blink of an immortal eye? How could she be so loving and gentle to her subjects when even the greatest of them are no more than an ant in terms of power to her, who could move the Sun?
being someone who's been around for over 1000 years, she likely has her way of dealing with certain individuals that pass away on her (which may or may not be that often, if Granny Smith is any indication, it's possible Equestrian Ponies can actual live for several centuries, much longer than humans), and it's likely she doesn't dwell in dispair for the departed but rather focuses on cherishing the times she knew them.
I tend to think the centuries old thing to be just a continuity error.
The tragedy is still that thousands of years later no one would even remember them, except her, and even then, she may not remember them if Alicorns suffer from memory decay like most transient mortals. You cherish the times you know them and then slowly, you forget them too. It's terrible, the thing of living in among a vast, indifferent cosmos, knowing that you would be gone in a metaphorical eye-blink and won't leave even a mark in the greater scheme of things. Even gods like Princess Celestia may die, if Suns going nova due to old age is any indication...