Nelly likely has two graves, one with her husband which would be empty for pretense and the real nameless one which Rick showed their son.. Ben, their son, may have known the decoy one but Rick wanted to show him the real one too which he did but without disclosing the truth.. so in a way Rick did show Ben his parents' graves without saying it is so but it wasn't the one Ben knew which is why he sounds confused..

Why her tombstone had no name?