Maybe there's something in the water at every major studio that produces films for children, but they have a tendency to get really dark really fast.
Disney, whose writers seem physically incapable of creating characters without making them orphans with a tragic backstory, is a noted example of this, but far from the only offender. Pixar have excelled in pushing that to another dimension more recently, but even they can't claim to be the owners of the trope.
It seems like we as a culture are obsessed with protecting our children in every possible way, except emotionally, where we take a certain gleeful joy in exposing them to the harsh light of the real world through the medium of film.
Look, kid, sometimes parents die gruesomely in front of their children. That's just the way it is. What do you mean you're having nightmares? You've got to grow up sometimes, right? Why not immediately and devastatingly in the cinema?
Quite frankly, there are few things in this world as emotionally ravaging as most movies marketed towards children, but there are some film deaths that messed everyone up on an entirely different level...