I felt sorry for everyone the first time around... Except for Lureen. She was just odd.... No sadness from the news of Jack's death... Nothing.
BM, I have to disagree about Lureen.

All her life she just knew (as women do) that something was wrong, but she never put a pressure on Jack. He was leaving and coming home as he wanted. She was a little distant form Jack, but I strongly believe that Jack was HER MAN!
Just watch again the phone call with Ennis. She sighted when started to talk about Jack's death. She was not as cold as she looked like. When Ennis told her that he and Jack were herding sheep one summer 1963 on Brokeback mountain - the place Jack noted as her favorite place where he wants to be buried, she almost started to cry. She lived with Jack so many years, but still he had one summer hearding sheep mountain as his favorite place. I have a feeling that, at that very moment SHE KNEW!! She understood everything, and continued to talk with Ennis with anger, as Jack obviously loved Ennis more than her! She was deeply hurt, still remained proud. When she said to Ennis to go to LF, she was very bitter. At last she even hang-up on Ennis so unexpectedly.
So, I believe that always balancing between Jack, his strange trips and behaviour, and her father who obviously hated Jack, her job, and all the things she had to finish on the daily basis, was not easy at all. Still, she remained very permissive to Jack! He was free to do anything. And that's why I like her.
One other thing I'd like to poin out is Ennis's confession about the Brokeback mountain "mistery"! When he first in 1967 got the postcard from Jack, he did not want to tell Alma about Jack and BBM when she asked. In those days this was buried inside of him, and he didn't want to, or couldn't speak about BBM, even just "acceptable" parts. He felt his experience there so intensive that he was affraid to say a word about it!
Now, when Lureen mentioned Brokeback, he said very easily that Brokeback mountain is the place where he and jack were herding sheep one summer. That showes that Jack's death killed much more in him than anyone else or anything else could. Nothing was important any more. Jack died! Ennis was not affraid to speak about BBM, as nothing had meaning anymore! Dear Ennis! :\'(