It's been a while since I killed a character. I kinda miss it.
Yes, I'm aware how twisted that sounds. But it's true. When you're writing a fiction piece, sometimes characters die. Sometimes main characters die. Sometimes, even, nearly all of your protagonists die and then you get to make new protagonists out of the survivors (just ask George R.R. Martin what that's like).
Fact is, writing is an emotional, creative process. That's why some people love doing it so much that they'll--we'll--sit alone at keyboards for hours on end with no direct time-to-money conversion promised. It's a labor of love, literally.
And then there's the death of a character.
Now, killing the bad guy off is something we just don't do. It's not that we don't want to do it, generally. I mean, sometimes we're awesome and create a bad guy who's actually a good guy with bad ideas or influences, or sometimes the bad guy is actually a natural process gone awry, and in those cases it's difficult to want the bad guy to die. Usually, though, it's simpler just to have the bad guy be a truly bad guy (or girl, of course). In that case, we of course don't like him, and we want to kill him, right? But we can't, because then there would be no plot, and with no plot there's no story, and with no story there's no book.
Thus it is that we turn to the good guys for our killing exercises. Sorry, good guys, but sometimes you just have to go. When that happens, there are a range of emotions that flush over us.
I've even shed a tear when killing a character. No kidding.
Now, there are genres where you don't generally see much character death. Romance is one of those--if someone dies, it's neither of the main characters, because that would shorten the love scenes somewhat (unless, of course, it's a--well, eww, never mind). Young Adult, too, is often a fa la la laaa laaa experience.
Yes, Dumbledore died, but the book series had stretched out of YA and into regular fantasy by that point. And then, of course, there's the Pendragon series, the books in which D.J. MacHale kills off adults just to make the real protagonists squirm (not gonna say which adults, for fear of plot spoilage--if you wanna know who dies, read the books).
Obviously, there's not a lot of character killing off in non-fiction, and for the obvious reason.
That, then, leaves fantasy, suspense, and horror. Lots of character death in horror, there is.