Because in his heart he truly thought they were NOT really dead and would come back for him. Then he is faced with seeing first hand the death of a schoolmate in the Tri-Wizard competition.
He has no choice but to face up to the fact that his parents are dead and so he is able to see the Thestrals.
But what do I know? I'm just a 36yr old HP fan pmsl.
Rowling stated at some point that he was so young when his mother was killed that he doesn't really remember it. The death of Cedric is his first 'close incounter' with death.
he was a baby when his parents died and he was unconsious when quirrel died and all that jazz and now he will definatley be able to see 'em cuz sirius died