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I think it depends on your relationship and location. if you were with that dog it's entire life all the way to the end and loved it dearly, it would be normal to cry over it. But if you were either never that close to begin with, the dog was there before you were and thus you never really grew that attached, or were away when it died, I think it's fine that you weren't too affected.
I've lost 5 dogs over the years, I was only close to two of those, and was only physically present for one when they died, and that one was definitely the saddest. It probably didn't help that it had been the one I had picked out and named all those years ago. It still makes me tear up a little bit thinking about it to be honest.