Ok, I think the Grim has taken a permanent holiday...
I reloaded an earlier save, earlier from the same day that Artemisia died, there was indeed a homeless dog that had wandered into the house earlier (it wandered out again during the previous play through). This time it decided to die, my sims got the usual grieve interruption, no ghost, no grim once again...
I think the file might be entirely bugged with that event happening.