Wow instant connect.
This actually happened to me, in the beginning of February. My sons father, his nana died the day after his birthday. It was so sad. I felt horrible because I couldn't weep for her, I wanted to. I did love her, but I only been around her 3 times.
So I get this poem to the t, good flow, and expression. 5/5
Jenn.

We called my great grandma nana

It's never too late. Especially with love, as long as it is genuine, not just merely spoken words, it is never late.
"There I was
Watching everyone in my family cry"---really subtle and reserved imagery. Makes the reader want to know more. Why are they crying? Why is the persona unaffected? Perhaps she's emotionless or numb.
"I had only just started getting to know you I wanted to cry but I had little connection to you"---this seems like the times when a person passes by a funeral procession, or perhaps a burial, you don't know who that person is, there is no connection, but there's this feeling that makes our hearts beat faster. It's an unexplainable feeling, but you penned that so well here. Although the persona has no connection, you make the reader 'connect' with this piece.
"I was ashamed because I was the only one who could hold it together"
Sometimes our minds know and our eyes see, but our hearts don't understand.
Overall, a beautifully sad piece. So heart-felt. May your grandmother finally find eternal peace. All the best for you. Keep writing :)
-X

This is sad. First because your nan has died. Second because you didnt know her that well. Third because you felt guilty for not being as sad as perhaps you should in such circumstance.

A great choice of title - its quite fitting.

5/5