Why?! Why do the best anime characters get killed?

I was watching a certain anime (I won't say it here as to avoid spoilers for those getting caught up if they watch it and missed episodes) and the best, and my most favorite, character died. I don't cry ever, but every time I watch that scene, I can't stop myself from crying. It's so sad, no matter how many times I watch it.

P.S. If you want to know the anime and scene I'm talking about, just ask me if I'm on the chatbox, I won't post it here. A few may know what anime/scene I'm talking about if you saw it as well.

dude i think its because the awesome character isnt the main character. like in *** ***** and in ****** ****** the awesome characters die to give way to the main hero

well its only an opinion

I understand that, but that still doesn't make it less sad, if anything it just makes it sadder. I understand it has to happen to advance the story and stuff, but I just can't help feeling that way.