Jon is still a part of her life. One show only thing that I loved (I think it was show only) was that scene where Cat is feeling ashamed because she wished for Jons death when he was a child. Caitlin dislikes what Jon represents to her. As far as we know, Ned broke her trust once and Jon Snow is a constant reminder of that, and also a constant reminder of how she can't let that go even if she still seems to love Ned. Ofcourse Jon is still a part of her world, even if he's hundreds of miles away at that point.

And Jon is still Robbs brother. I'm sure if we got to see Robbs thoughts, we would have seen conflicts where he wonders how his father could betray his mother like that, but at the same time thinking that if Ned hadn't done so, he wouldn't have Jon.

Just because Jon isn't around her, doesn't mean he's not there in her thoughts. I don't find it strange at all that he's still in her mind.