There are a lot of sad moments in Bubblegum Crisis, and most of them involve death (or near-death). Priss has to kill Sylvie, her probably-most-definitely girlfriend, Leon is beaten to a pulp a bunch of times because he tries way too hard to be a good cop, and Irene is murdered by a boomer because she's trying to reveal that a boomer killed her fiance (at the order of Genom), etc. But really, the Ultimate Sad (TM) is from the first episode, "Tinsel City," which not coincidentally also has to do with death.