We went through a similar thing with the death of a 4-week old praying mantis recently. The conversations quickly shifted to lots of deep stuff like the existence of God, heaven, free will, etc. It was very hard for all of us.
What got him over it, I think, was a discussion of genetic abnormalities. This praying mantis had only molted once, whereas they typically molt 4 times by this age, I guess. So I was able to convince him that this particular one was just not meant to be, and how the world depends on most praying mantises dying before they reproduce or we would be overrun.
It got him over feeling like it had been his fault.
But I do wonder whether he'll be hesitant to get attached again soon...