A few things:
1. When in a single chapter someone dies, while there is also the existence of a potential method for resurrection mentioned, then you can be sure that the author's purpose wasn't to make the reader feel sad in the first place, unless this is just a trick to mislead the reader into safety only to overturn it and have the characters die for real while the MC falls into "even deeper despair". Otherwise the events likely have some different purpose than just mere shock value and sadness.
2. There are characters who can only get character development in very specific circumstances. I am not talking about Rimuru or Shion here.
3. There is a reason why many of those who read the WN and LN are saying that the current arc is one of the best arcs in the entire story. Let me tell you that you haven't really seen anything this arc has to offer yet.
4. In a much later arc it's revealed that the current arc is even more important than you might think at first, though WN and LN appearently handle that part of the plot fairly differently.
5. A reminder that "the death of character A is a plot device to make character B grow up and go through some heavy character development" is one of the most generic of generic cliché and not even slightly better than what you probably think might happen next. Not to mention it sort of happened with Shizue already, though Rimuru didn't have much of an emotional connection with her at the time.