In this case, the person leaves at the cemetary. "In" implies buried there. We would say "at." It is also possible and more common than not to say "I'm at the store," rather than "in the store."
Only if the house or tent is actually built among the graves would I use "in." And that's pretty rare, I'd think.
After the Treaty of Trianon which was signed on June 4th, 1920 and went into effect July 31, 1921, Hungary lost nearly 75% of it's territory. However Hungary lost Transylvania to Romania December 1st, 1918. Though my father was born in Budapest Hungary, both my grandfather and my great grandfather were born in Transylvania, Kingdom of Hungary. My grandpa left with his family when he was about 2 years old and they ended up in Budapest. If you'd like to know more have a look at this interesting link from daily news Hungary from 2018. https://dailynewshungary.com/100-year-anniversary-the-loss-of-transylvania/