Yeah I was prety disapointed by his lack of reaction in the comics, especialy considering the fact that they were a couple. I dont think the writers were truly thinking about how characters -other then Batman- would react in that situation, it's more like that they came up with her 'death' and were just considering how they could get to the stage where they reveal that she isn't.
Red Hood is my all time favourite animated Batman movie, I love Jason so much in it. He even makes the pixie Robin costume look good when he wears it! Even so I just find it annoying how he is oftenly enough skipped or replaced with Tim in cartoons, I get that he has a bad ending -well temporary ending- but I would still like to see his character more often.
I remember the episode, you also see Nightwing and Barbra kissing in the same scene. I liked the small nod to the comics but again was a little disapointed at the lack of her in any series. Batman's costume also bugged me in the episode, the helmet annoyed me due to the fact that I am used to the cowl.