His death happened at a good time in my eyes. Everyone was questioning his motives. He was questioning if the world needed him. He decided it did and died saving it. Could've honestly just been one film if not for all of the MoS callbacks. I don't think his death was supposed to carry any weight beyond how it affected the characters in the film. I mean, even the film itself makes it clear he's not actually dead. We weren't, as audience members ever supposed to think he was gone for good. We're just supposed to feel for the characters that do.
Iunno, like I always knew Bucky would come back, but that still carried weight because of how it affected Cap. And he was pretty boss when he returned. I remember the Flash series had an ep where it seemed like Barry died. The preview for the next ep showed he hadn't. Same sorta deal for me.