Your friend has a lot of questions! First Traveller and now Legend combined with D&D!
Anyway. The GOLDEN RULE applies here. Player knowledge should not come into this. If everyone except the thief died, and there were absolutely NO other people around to witness the fact, then as long as the thief doesn't accidentally give anything away no other person will ever know what happened. If "other parties" know this thief was part of that group and the thief says "I was off scouting ahead to see where we should go next, then returned and found them all dead" who is to know the real truth is he had his todger out taking a pi** up a tree a short distance away??
It does beg the question, however, just how far did he travel to take a leak that he didn't hear the ambush, subsequent fight and murders?? Or *did* he hear it but was too much of a coward to go back and help his friends.
One thing though - as GM I would take the player aside and ask them "How would your character feel now, knowing he survived and his friends didn't? Would guilt, survivors doubt and conflicting emotions plague him? Would he now go through life thinking 'I should have died instead of them?' and therefore maybe the thief starts to take unnecessary risks and doing things he normally wouldn't because he thinks that if he dies it is only right and fair." I would place some sort of mental import on this. Give them PTSD, make them flinch at sudden sounds or the noise of swords clashing - something to make him remember the event and shy away from similar events.
Basically there has to be some sort of echo in the thief that makes others around him suspicious/curious enough to question it (whether out loud or not). But at the heart of it the new characters should not meta-game any knowledge of previous character's situations unless the thief slips up and mentions something.