i was biased, but i found her so distracting on screen that when she blew up, i relaxed a little and thought to myself that i could finally enjoy the movie
beyond that, though, they kinda showed bruce and harvey grieving, and it was her death that fueled the subplot for the 2nd half of the movie. having a funeral or something would have been rather boring and redundant.
also, she was a two-timing whore