2. Remember, Connie tells Mike that she thought everyone blamed Carlo for Sonny's death. So there wasn't anything Mike could say that would ease Connie's pain; Connie was bothered by the whole situation. Connie might've even thought that she indirectly caused Sonny's death, by not being a good wife to Carlo.

This is one of the reasons the Don had to retire, he no longer had the strength to do something like this. The Don knew that Sonny had to be avenged, but at the cost of his only daughter's happiness. And that was a road the great Don Vito Corleone did not want to cross. So he left it up to Mikey.

If it were as easy as sitting with Connie to explain things, the Don could've done that.