I think the fact that you COULD go out and get her ultimate weapons and ultimate limits and work so hard for them is what made it so great.
The fact that they could make you do all that work, and just kill her off so quickly really added to the emotion of it. It helped create a sense of feeling that your character is ultimately human, and not impervious to being killed off. It is so great because it really is a loss. Someone you worked so hard and grew with was suddenly taken in an instant.
I think that reason alone is why the death of Legend of Dragoon's character wasn't very memorable. He was replaced by an identical character with the same weapons, level, and addition. There was no loss to it.