They did need one, and this really isn't it.
An equally huge problem is that Joel's death is such an overbearing trauma for Ellie (and also obviously for the player) that it completely paints the experience from that point forward. Making moments of levity and random banter feel extremely ill-fitting, considering this happened a week ago at best (and for the player a few minutes ago). You've just bludgeoned your audience, and you're trying to continue on on the same Naughty Dog foot. 'Yeah, chillin' on your horse. Yeah, lame puns. Yeah, sharing quiet moments.' It's like if they gave you control of Joel a week after his daughter died in his arms and he's just shooting the breeze with Tommy.
If they did the 4-year time skip after Joel's death it would be a different story, but a week after, no. That Joel dies I have no problem with; his story ended at the end of the first game, and the only reason he still needs to be in the story is to play a supportive character to Ellie's story. Even how it happens is not uncommon for the world they live in, but from the moment that happens the Naughty Dog formula is shot and simply can't be relied upon anymore, yet they do just that a few minutes later. Every moment of levity and banter lands with a cold splat in the wake of it, and the game doesn't even draw attention to that. No, Ellie is actually semi enjoying this trip with Dina and the little moments they have, a week after she was screaming and crying while forced to the ground to watch Joel get his skull brutally bashed open. No game, you don't just horribly shock your audience like that, and then just have them continue on with the adventure like it's any other Naughty Dog game.
And considering things are only going to get worse, I'm honestly not sure I want to continue this game at all.