Sure, no humans bite the dust in The Red Pony, but death's a-knocking nonetheless. From the death of the red pony to Jody's brutal killing of the buzzard to Billy's sacrifice of the mare, we've got animals croaking in spades. And just because they're animals doesn't mean their deaths don't pack a punch. Each encounter Jody has with the Grim Reaper changes him, ages him, and wizens him up to the fact that a bit part of life is loss. Bummer, dude.
Jody's experience with the death of the red pony is so horrifying that he becomes a cruel, animal-killing kid afterward, just to cope with the grief.
Jody's reactions to death in The Red Pony are totally normal. Tons of kids go through the same things all the time.