For some reason, it's the saddest movie moments that tend to be the most memorable: you don't remember My Girl for Vada Sultenfuss welcoming her new stepmother into the family, you remember it for Thomas J's death. You don't remember The Lion King for Simba's triumph at the end, it's all about Mufasa's death in the stampede.
They're flashes of profound, poignant emotion that stab their way into the lasting parts of your memory, as if tears are the best glue. And that's precisely why film-makers turn to sadness to leave a lasting mark. Even more affecting than a supporting character dying to help the hero along their journey to self-discovery or revelation is the trope of killing off the hero themselves.
It's almost a cliche how many action heroes sacrifice themselves heroically to resolve the plot, and there are countless protagonists who die so the audience learns a lesson (either about their lives or about ourselves). And then there's the unlucky band of heroes who end up being killed by the villain of the piece. Sure, they might be defeated in the process, but as they're dragged to hell, they can revel in their last sight being their mortally wounded enemy taking their last breath.
It's perverse, but some in Hollywood seem to love it...