I'm actually surprised I haven't thought about this in detail before now, since I watch more than a few genre shows and movies where characters die and come back on a rather frequent basis. And although this sometimes gets taken to an extreme (I'm looking at you, Supernatural), for the most part these fictional deaths still hurt, even if some iteration of the character is likely to return in the future. The question is, why is this the case? You'd think that knowing what I know about the impermanence of death in these fictional universes would be sufficient to remove most (if not all) of the emotional impact of such events, but it isn't.
I'd like to say I figured out the answer to this all on my own, but the truth is that I was pointed in the right direction by a comment on an article I was reading, which very astutely pointed out the following (character names replaced to avoid spoilers):
"It doesn’t matter that WE know they’re coming back, because WE know they aren’t real in the first place... What makes Character A’s death matter is how it affects Character B, and because we empathize with Character B, we feel his pain."In other words, when the Hellhounds catch up with Dean in season three of Supernatural, you care because you care about Sam, who's devastated by the loss of his brother. Unlike the viewer, Sam doesn't know that Dean is a main character and can't be killed off permanently without the show ending. And at that point, Sam also doesn't know that Dean is a major player in the apocalypse and therefore can't stay dead by in-universe rules. Thus, you end up with a character you care about who's just watched his brother get torn to shreds and bleed out in front of him, and even if there's no way for you to fully understand what that feels like, you're invested enough in the character that you share some small degree of his pain.
This all relies on a basic human instinct - empathy - wherein caring about someone translates into experiencing at least a small part of their emotional responses. And yes, this can happen with fictional characters, and not just with your real-life friends. This is especially true for those of us who tend to immerse ourselves more fully in whatever fictional universe we're currently encountering - watching and rewatching movies and shows (or reading and rereading books), thinking about the characters even when we're back in the real world, creating our own backstories and headcanons, spending large enough amounts of time with our favorite characters that they begin take on a life of their own for us.
When that happens, it becomes easy to have those shared emotional experiences - happy, sad, and everything in between. You feel a surge of joy when the guy finally proposes to the girl, because you've been rooting for them both all along. Or maybe a humiliating moment in a high school movie makes you cringe inwardly, because you're sharing in that character's embarrassment. And when a character dies, whether or not they're going to stay dead, you feel the loss because that character is mourned and missed by those who loved them, whom you've also come to love.
Of course, there are exceptions to this rule, but even those rely on your connection to the characters involved. For instance, when Peter is wiped from existence at the end of season three of Fringe, it hurts because there is no one to miss him, even the people who should. Thus, to a certain extent, you as the viewer take on that responsibility since no one else can. But again, the extent of the impact here relies on a depth of connection between the viewer and the characters, and casual viewers won't have the same experience as committed fans.
This correlation between attachment to the characters and the impact of fictional deaths also goes a long way toward explaining why the ending of a certain recent movie left people like me feeling emotionally compromised, while having a much smaller impact on people like Trevor. If the main reason you care about fictional deaths that aren't going to last is because you care about the characters left behind, then everything relies on the degree to which you've cultivated your connection to those characters over the years. This also explains why TV shows generally make me more emotional than stand-alone movies - there's a disparity there in the amount of time I've spent in those universes.
I feel like I've rambled on a bit here, but it all comes down to this: fictional entertainment works because humans are not just rational beings. We're also emotional and social beings, who instinctively seek out connections with others. And when we make those connections, we can't help but empathize, even when the rational side of our brain is reminding us that this particular world we're experiencing is fictional. There's a strange kind of beauty in that, because it shows how strong our need to connect is, and it's a wonderful example of how fiction can bring out the best in us.
So even though people may laugh at how emotional I get over good storytelling, I'm not going to stop connecting with or caring about fictional characters. In fact, I tend to believe building those fictional connections helps to work my emotional muscles and deepen my ability to empathize with people I actually know. And in the end, it's those real world connections that really matter.
(The full comment quoted from above can be found here, but be warned: it contains MAJOR spoilers for Infinity War.)
