...I had a character that died in Alacrity's Continuing Where We Last Left Off and, honestly, I enjoyed the heck outta that!
I mean, sure, the fact that the character died was kind of a bummer to a certain degree, but the death scene itself and the things that happened because Jal bit the dust were just phenomenal! To this day, I think, that has to be one of my all time favorites.
Does the fact that I enjoyed a character's death make me insane? Nah... I was insane well before that happened, after all.