Thank you is about all you can say. The problem is they don't know what to say to you when you've lost a loved one and that's understandable. I'm sure you've been on the other side too where you didn't know what to say to a friend, family member, etc when they've lost a loved one. It's hard. We all have been there. I remember when my grandpa died, I got allot of "I'm sorry" and they were but they don't know what else to do. They want you to know they care and that's about all you can expect. Stick with thank you and go from there.