It’s less about being sad that they died, and more being upset that they didn’t stay dead. Their deaths were tragic, and in Delaryn’s case made me cry. But then she comes back as a mini-boss that you can literally complete the Darkshore Warfront so fast that you can skip right by her.
Her being raised and joining the Forsaken was not only narratively stupid, it actually softens the emotion of her death and robs the tragedy Blizzard was trying to inject into the story.