If you are seeing a Licensed Clinical Social Worker, Nurse Practitioner, Physician Associate, Psychologist or Psychiatrist then it is reportable on the visits within the last 3 years area. If it is a non-medical professional counselor or therapist then it does not need to be listed. Even if seeing one of the ones I mentioned, there may not be a diagnosis so the appointments may need to be reported and explained, but not necessarily a diagnosis.
It is completely understandable for a person to have difficulty after a loss like this. If a person self grounds and seeks therapy early they are likely to prevent it from becoming a full blown mental illness. Then, when they are better, they can report the visits (as necessary) and comment something to the effect of "visits for bereavement after a loss of family members; recovered with no diagnosis given" on their MedXPress.