No one denies that the purpose of PEs is to be the worst of the worst and generally unsypathetic, BUT if you think about it that way, then “unsympathetic” is a rather subjective thing. So we still get sad when some cool characters go, even the worst of the worst. So, name the PEs that upset you because their story ending. This can happen for several reasons:
1) PE's death was horrific and pathetic and perhaps sad enough to make you feel sorry for them (like, for example, Father from FMAB or Joker from Arkhamverse)
2) He was just a cool character (maybe your favorite) and you're upset that he won't be a part of the story anymore (Killgrave from Jessica Jones).
My example: I started watching/reading Jujutsu Kaisen solely for Mahito and after he left I'm not that interested in the story anymore. Honestly, I'm waiting for epilogue of JJK only because I hope to see the reincarnated Mahito in it.