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In line with the poster above me, nature is not good or bad. It just is. Animals kill animals and eat dead animals. None of that is bad or good, neither is a curiosity about it.
You should do your best to care for other creatures under your protection. but, your neon died. He doesn't feel being eaten. Make sure his corpse doesn't foul up your water chemistry though.
I removed what was left after they stopped eating. I normally tank dead fish out right away but that was the first time they showed interest in it and it saves a little bit of the flakes and pellets I give them so that's a plus