Indeed.
I personally like stories that turn out to be different than what you expect (in a tasteful way). I mean, THAT'S what entertainment is about. You shouldn't be able to guess ahead of time who'll live and die, which is why modern entertainment isn't very entertaining.
We aren't attached to the side characters, so when they die, it's like, who cares?
But if Romeo dies, you get an emotional response.
Just imagine if Toph or Sokka died in Avatar...THAT'D get your goat, wouldn't it?
“…Judge not what a man has done, but judge what he could have done if he was a different bloke altogether. For art thou a leper? And a leper can changeth his spots…” --Rudy Wade, Misfits (Series 4, Episode 8)