Nearly every hero that has died has done so in defense of the greater, collective good. "Look to those who walked before to lead those who walk after," after all. No sacrifice is too great in the name of the greater good... even though "sacrifice" is often tantamount to suicide and the repeated sacrifices are slowly shredding up the hearts of those who still live. The WoL's PTSD is borderline canon at this point... even though we managed to save Estinien, there's no telling how long that brighter mood will last if 4.0 is going to be war for Ala Mhigo's liberation.
The one exception to this may be Haurchefant, who seems to have taken the bullet for you out of personal affection and nothing more, and his death was completely senseless. No doubt why it had such a bigger impact on me compared to the others...