Mary doesn't know that Jyn died. If Frank knew, he'd done a good job of keeping her mostly sheltered from the carnage of those few days. He'd gotten her to safety in a red wagon filled with cats. And for the most part, she probably seemed a bit unfazed by it all, minus the fact she was a bit clingy to Frank and wasn't nearly as eager to go outside as she usually was.

However, that doesn't stop her from yelling, "I've got it!!!!" and charging towards the front door when she hears someone knocking on it, despite Frank's new rule of her not answering the door.

And when she sees Jyn, she smiles brightly because she knows who this is and she likes her very much. "Hi, Jyn!"