Yeah, I thought Xavier would have been able to sense whether or not Scott was dead or alive. But maybe Jean was blocking Xavier from being able to sense whether Scott had died, or perhaps she even used her power to convince Xavier that scott was definitely dead, in a sense trying to protect him. Jean loved Scott and didn't want him to be involved in the situation. She knew that either A) the Phoenix part of her would end up killing him and she couldn't bear that or B) she/phoenix would die and scott would have to live through her death yet again (or that he would not allow her to die or try to die with her because he is so devoted to her).
Either way it would be Jean usuing her power to try and protect Scott from what would happen. She loved him to much to let him get involved. It's like in X2, when she closes the doors to the X-Jet, and Scott is trapped inside and freaking out. She was protecting him because she knew he would die for her. She didn't want him to die.
Of course all this is just an idea explaining what could have happened. There is no further story, and maybe there won't be, maybe this really is the end of these characters in this movieverse. But if a sequel were to be made off of this, or a cartoon series, or a comic, or whatever, this is a possible explanation.
Are there any plotholes in what i'v esaid? I'm not sure, i could have overlooked something. Ah well, i'd like to think scott is alive and jean did her best to try and protect him from everything that she knew would happen.