Harry did not see his parents die. He was one year old and in a cot at the time. Although you never see that scene, I wrote it and then cut it. He didn’t see it; he was too young to appreciate it. When you find out about the Thestrals, you find that you can see them only when you really understand death in a broader sense, when you really know what it means. Someone said that Harry saw Quirrell die, but that is not true. He was unconscious when Quirrell died, in Philosopher’s Stone. He did not know until he came around that Quirrell had died when Voldemort left his body. Then you have Cedric. With Cedric, fair point. Harry had just seen Cedric die when he got back into the carriages to go back to Hogsmeade station. I thought about that at the end of Goblet, because I have known from the word go what was drawing the carriages. From Chamber of Secrets, in which there are carriages drawn by invisible things, I have known what was there. I decided that it would be an odd thing to do right at the end of a book. Anyone who has suffered a bereavement knows that there is the immediate shock but that it takes a little while to appreciate fully that you will never see that person again. Until that had happened, I did not think that Harry could see the Thestrals. That means that when he goes back, he saw these spooky things. It set the tone for Phoenix, which is a much darker book.
-Jo Rowling answers the Thestrals issue