Foxes owner Vichai Srivaddhanaprabha and four other people died when his helicopter crashed outside the King Power Stadium shortly after the draw with West Ham on Saturday October 27.
Other players who made the 13-hour flight after winning a match against Cardiff on Saturday included captain Wes Morgan, England defender Ben Chilwell, James Maddison, Marc Albrighton Shinji Okazaki, Andy King, Wilfred Ndidi and Christian Fuchs.
But the mood changed when referee Probert followed the letter of the law and booked Gray under a mandatory Federation Internationale de Football Association rule that says players must not remove their shirt over their head. It's what Vichai would've wanted and that's what we are going to do. "But it was nice to get a win to take to Thailand now and hopefully we did his family proud".
Many felt Probert demonstrated a complete lack of understanding and common sense in booking Gray given the sensitive and raw nature of last weeks tragic events that has united the footballing world.
"It's going to be tough and very emotional and what the lads wanted to do was play this game and honour the man himself".
"And one of the main reasons for that is Vichai, so for us to be there is massively important".
The forward paid tribute to Srivaddhanaprabha with the words "For Khun Vichai" written on the top he was wearing underneath.
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"I feel just an overwhelming sense of pride of being part of the family that Vichai built and the extended family of Leicester City".
"It doesn't matter who you are or what kind of position you have at the club". And as all the pictures that have been put out have shown, he was always smiling. The first 10 minutes I couldn't steady myself, I was kind of shaking a little bit.
"Whether it's triggered things up I don't know".
Vardy opened up on his emotions in an exclusive interview with Sky Sports News as the team prepare for Saturday's trip to Cardiff, with the Leicester striker revealing why the players felt it so important to continue playing.
"We will see how we manage next week because it will be hard".
He continued: "I saw it all happen. For a few minutes in the game when it starts you need your focus just on the football, but before and after the match we can not forget".
"Every single player wanted to get out there to be at the funeral", goalkeeper Kasper Schmeichel told the BBC.