Naecken's not dead, though, just missing. And Eurostar believes he is still out there somewhere. After all, he was not human, but a composite being of devils and angels. And when Eurostar and Sonja were missing they were only believed to be dead... thus no funeral.

They KNOW Pete is dead, on the other hand. In his case a Wake and a memorial service is appropriate, just as the Kristofer Schanz of this timeline must have had a funeral when he died though it wasn't referenced in the story and didn't need to be.