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"...there's a human who's very old and very tired and understands him better than anyone else in the universe. And he doesn't tell her that he will never, ever say goodbye to him." - His Story by Calapine
After he regenerates, the Doctor who destroyed Gallifrey is alone, and angry, and not sure he exists. So he skates through Time, rebellious, doing the things he'd never do if he were alive.
One of those things is attend the Brigadier's funeral. He'd always have known, if he'd thought about it, that the man must have one - but it's a sort of Schrodinger's paradox: if you didn't see it happen, he's still there. Probably in Peru. But right now, everybody. is. dead... and the Doctor is on a bender of intoxicating grief. So, why not?
He's not quite sure, after he sobers up and discovers he's alive, exactly what didn't happen at that funeral. He has an uneasy feeling that the kilted man playing the bagpipes might have been about three hundred years old, linearly speaking, and that the pretty snub-nosed woman who was definitely not wearing a catsuit shouldn't even have existed yet. But they knew the Brigadier, after all (if they were there, and that's another thing the Doctor isn't sure about - both those people he may not have visited shouldn't have remembered him so well, no matter how stubborn or how brilliant they were); they had a right to be there if anybody did.
So he resolutely ignores the matter. And nobody will ever point out to him, because nobody knows and it probably didn't even happen, that on some level he was celebrating the exit of the Time Lords by saying farewell to the other person who represented governmental control in his life.
The only man who'd ever dare to mention it is dead anyway.