Harry Potter and the Order of the Phoenix question

Communication through the Veil appears to be impossible, though when a living person approaches it, the souls of the dead, recognising a loved one nearby, attempt to communicate. Though the living could have the strangest feeling that there was someone standing right behind the Veil on the otherside of the archway, their words are inaudible except for "faint whispering and murmuring noises" coming from the other side of the Veil. When the living person attempts communication themselves, the dead try harder and their whispering and murmuring becomes louder.

((It's all in the Harry Potter wiki:http://harrypotter.wikia.com/wiki/Veil)

Since both Harry and Luna could hear the whispering but the other members of the DA couldn't, I'm assuming only those who've lost a loved one can hear the whispering. Like the thestrals, it's a bit odd.

harrypotter.wikia is interesting but it isn't an official site like Pottermore.

Ok, there is a book called Harry, A History by Melissa Anelli. If you buy the updated ebook version, there is an interview at the end with J.K. Rowling. The interview is INCREDIBLY long, and is mostly about Jo's fame and publishing experiences, but she often veers off course with info about the books.
Since the interview is so long and is digital, I can't get the exact quotes for you. But here is the paraphrased information.

The veil basically symbolizes the afterlife. Each character has a different reaction because they each believe different things (I found this FASCINATING and wish there'd been more focus on it). So, Luna hears the murmuring very clearly because she has such strong spiritual beliefs. Hermione is firmly grounded in logic, and doesn't want anything to do with it. Ron feels very dubious and knows it has to do with death and just wants away from it. Ginny and Harry are the most similar; they have a spiritual curiosity, so they can hear whispers, they're interested in the veil. I don't think she gets as far as mentioning Neville.

I really adore how much thought Jo has put into this world.
(I also recommend buying the book if only for that interview. It took me days to read).

My very, very favorite part of the whole series. It inspired my fanfic novel, Rowena's Quill: http://www.fictionalley.org/authors/k...

I believe the veil was used to execute those senteced to death. Why would it be in that part of the Ministry, otherwise?

About the whispering, well... Neville didn't said they could hear them, and he can see the thestrals too, so I guess it's more like... having lost someone, and wanting him/she back, thinking about that person... I guess that could be an explanation