Friendly explanation :)
Look at this page.
Besides the obvious distressed cry of Gray’s name, there is a scream, ああああああ, which translates to basically “Aaaaaaaaaa!” (The manga translators didn’t translate it) This coincides with the animation team’s “いやあああ” (Iyaaaaaaa!), which means “Nooooo!”
Think about it.
Do you really think Lyon is the one to scream that? Can you imagine Lyon screaming “AAAAAAAA!” or (shudders) the feminine version of screaming, “IYAAAAAA!”? IMO, it could have been either Juvia or Meredy but definitely not Lyon.
People are claiming they were cheated out of an important Gruvia scene, but are you absolutely certain? There are two people screaming in the panel. Both are anguished and heartbroken screams. How can you be so sure who was the one to scream Gray’s name?
Of course, there is the possibility that I am wrong, and if so I apologize, so take that as you will. Just pointing this out.