They would have had graves however they died. It's probably a mixture of the Dursley's abject performance as guardians, keeping a key reference point for the right moment in the story, orand Harry not needing to go from a personal point of view. Graves are just a marker. Harry had better sources of comfort once he realised the truth, such as their friendsfriends' memories and pictures that Hagrid gave him. Sorry I have no canon source for my opinion.
