I agree with all that's been said here. I just want to add that when my Mom - by far the best and truest friend I ever had - died suddenly and I got the news from my (at the time) semi-estranged brother, I didn't react with any emotion, either. A close friend was over - I remember we were going to go see "The Prince of Tides" that night when the phone rang and changed everything - never could get through that movie ever since - and she would bear witness to that fact. She still talks about it from time to time since as yet, thankfully, she has never lost anyone she loved deeply. How my face just went kind of blank for a moment and then I just went on, although as if I were in kind of a trance, for the next 24 hours. She stayed with me overnight as my at that time new husband was out of town, and she still talks about how she finds it amazing that I never once shed a tear, and after all those years of telling her so many stories about my mother and how close we were.
What she didn't see was the period of time about two months later when it suddenly all came rushing in, as if out of nowhere, and how everything I came in contact with reminded me of her and made my loss of her nearly unbearable. I took three days off from work at that time because I could not stop crying. Looking back, I was just numb those first two months. It was very much like the depression I would experience much later, but I didn't know that at the time. I just went through the motions.
When my brother first told me, it was as if I were in a dream. Of course you know it's real when it's happening, but a part of your brain clicks on (or off?) to protect you - must be an evolutionary, natural selection type thing in my mind - from having a complete and irrevocable nervous breakdown.
Long story short (too late) this is yet another brilliant moment in a film of brilliant moments - brilliant in just how very real and authentic it is. This is what really happens. There is no breakdown at the time - just survival instinct kicking in. That comes later. Just as Ennis' breakdowns in the alley and at the lake did.