Este foi respondido (ou pode-se dizer que foi embora), há muito tempo atrás por JKR. Ela disse que a morte tem que afundar para alguém ver os Thestrals.
De uma entrevista com Stephen Fry em 2003:
Stephen Fry: […] Harry saw his parents die, so why hasn't he been able to see the Thestrals before?
JK Rowling: At the end of Goblet of Fire, we sent Harry home more depressed than he had ever been leaving Hogwarts. Now I knew that the Thestrals were coming and I can prove that because they are in the book that I produced for Comic Relief, Fantastic Beasts and Where to Find Them, these unlucky black winged horses.
However, if Harry had seen them then and we hadn't explained them then, I thought that would be rather a cheat on the reader in that Harry suddenly sees these monsters but we don't go anywhere with them, so to explain to myself I said that you had to have seen the death and allowed it to sink in a little bit before slowly these creatures became solid in front of you, so that's how I am going to sneak past that one.
As transcrições estão disponíveis em MuggleNet e Citação Accio .