Also Bertie was travelling to Tangiers to settle his cousins business, so there was no point in trying to reach him in that point.
Also imo i think that in the end, Mary is the emotionally weakt sister, even Violet sayed that Mary being cold and grand is only a facade. When Matthew died, all in the familly were trying to help in some way, after that, even Robert or Cora admitted that the next house party was to make Mary happy, Blake helped her to break up with Gillingham, Tom helped with Matthew before the wedding and with Henry, Cora with the turkish diplomatat and finding husband, his father with the last blackmail attempt, Anna buying the diafragm, Carson always flattering her, etc.
In comparison when the death of Gregson was confirmed, the family show some concern (except Mary) and basically they "gave" time to think (even if they didnt know about Marigold, they knew that she loved Gregson) and went to a horse race, but nothing else, when she started to write in the magazine she had little support from her family. Also if you see, when things go wrong to Mary she always make more fuss about it, she cannot handle hardships very vell and in the end she unravels, Edith in the other hand tries to solve the problems alone (not obtaining good results, but at least she takes the chances) and she had shown that she is much more resilient person .
I also think that the rest of the family changed his mind about Edith, even Robert admited that is the daughter that give him more surprises and he didnt use a negative tone, i think that he was genuinily proud about how Edith acted in the last episode.