The rules of the Orange Order prohibit members from attending Catholic Masses.
Mr Elliott and the former UUP deputy leader Danny Kennedy publicly attended the funeral of Constable Kerr in Beragh on Wednesday.
Both are members of the order. Mr Elliott is a former county grandmaster of Fermanagh.
When asked about their attendance an order spokesman told the BBC: "It is important that the Kerr family know they have widespread support throughout the community and the Orange Order offers sincere sympathy to them on the loss of their brave son."
A former Ulster Unionist leader and Orangeman David Trimble attended a funeral Mass in Donegal for some of the victims of the Omagh bomb in 1998 without any action being taken.
Away from public gaze, it is known that members do attend the funerals of Catholic friends without censure.
It appears the leadership intends the same thing to happen on this occasion as well.

Matthew Tvrdon, 31, of no fixed abode, admitted manslaughter on grounds of diminished responsibility. He also admitted seven attempted murder charges and one of dangerous driving.
Prosecutors will consult the victims' families over the next seven days.
At the moment Mr Tvrdon is still due to be tried next month.
Mr Tvrdon faces a total of 32 charges including counts of actual bodily harm with intent and grievous bodily harm with intent.
During the Cardiff Crown Court hearing, he also pleaded not guilty to murder and six counts of attempted murder.
His barrister told the court his client was suffering from paranoid schizophrenia.
Ms Menzies, 31, died on 19 October 2012 after Tvrdon ran her over at a fire station forecourt in Ely.
Others were injured in the incident which happened during the afternoon school run.
She was walking with two of her children when she was killed.

The UNESCO World Heritage Site is under threat from landslides and slippage which could seriously damage the historic iron bridge and gorge.
Communities Secretary Eric Pickles said: "It is vital that we do not let places like Ironbridge Gorge deteriorate or slide out of sight."
The world's first iron bridge was built there in 1779 by Abraham Darby III.
Mr Pickles described the area as a monument to the industrial revolution and "a testament to British ingenuity and ambition".
Telford and Wrekin Council has welcomed the government grant but has said that "around £80m" will be needed to fully protect the gorge.
The council said the money will help the Council undertake work between the Jackfield Tile Museum and the Boat Inn.
The work, which will involve drilling and grouting old mine workings and strengthening slopes and the river banks, will take four years, the council said.
A spokesman said land instability in the gorge "is nothing new" with reports of ground movement being recorded over the past 235 years.
Councillor Richard Overton said: "The bill we face to do this is beyond our means, so we are pleased that Government has found this money to go towards tackling this most pressing need."
The council said it has spent more than £16m on tackling land instability in the gorge since 2001.
Cracking was first reported on the iron bridge as early as 1784, and it has needed constant repair and maintenance.
The bridge suffers structurally due to land movement in the valley it was built in.
There were plans in the middle of the last century to demolish the original bridge and build a new one.
In 1967 the Ironbridge Gorge Museum Trust was set up to preserve the remains of the Industrial Revolution in the six square miles of the Ironbridge Gorge.
Between 1972 and 1975 £147,000 was spent on repairing the bridge, re-enforcing it and resurfacing it.
More than 550,000 visitors now come to the 10 Ironbridge Gorge museums every year from all over the world.
The Orange Order will take no action against UUP leader and Orangeman Tom Elliott for going to Ronan Kerr's funeral Mass, the BBC understands.
[NEXT_CONCEPT]
A van driver has admitted killing mother-of-three Karina Menzies in a series of hit-and-run incidents around Cardiff in October.
[NEXT_CONCEPT]
Funding of £12m has been promised by the government to help preserve the Ironbridge Gorge in Shropshire.