I think the only time I've been mildly annoyed at a PC death was at a con with the low level table (2nd level PCs IIRC) during an "interactive". This is a game where all the tables are playing the same combat, just different areas. It can be fun.
However, the organizers decided it would be fun to have an modified Mouth of Grolantar* just pop into the middle of the combat, ignored the initiative order, just rearranged minis so he could hit everyone and used the giant's "attack everyone" power. He ignored our enemies and automatically hit all the PCs for more than 20 points of damage automatically killing my character and my wife's PC then left without taking any AOOs.
So it had nothing to do with my strategy up to that point, there was nothing I could have done to avoid it, it was just "you're going to die since you were low on HP because I wandered over to your table towards the end of a hard fight and ignored how the monster is supposed to work."
I mean, every elf I play dies at low levels but now it's just something I literally laugh at. Bad strategy and unlucky dice happen. But just killing off PCs thoughtlessly because you can? Yeah, that's annoying.
*It's the closest thing I ever found. Either they modified it or they simply broke several rules.