I was one of the people who adored Snape from early in the series, and half the reason I cried when he died was because he didn't get a chance to redeem himself. Yes, his memories proved everything later, but at the moment of his death his story came across as an unresolved insult. And he was still dead afterwards.
It's not just Snape who inspires these feeling, it's not just characters from literature either. I was disappointed as hell when Deidara died. He may not be a major Naruto character, but I liked him. I also would've liked to see him kick Sasuke's ass, but not dying a pointless death would've been good enough.
On that note, I thought I'd share a beautiful song written about Severus called The Silver Doe and performed by Mina's Veil. One of the band members writes on fanfiction.net, and that's where I heard about it. You can find out more, buy the song, and read the lyrics at https://minasveil.bandcamp.com/track/the-silver-doe