It seems to be the same for Vergil, which makes it even worse. Depending on whether you consider the manga canon, it gets very, very worse... and never really gets better.
The ending of Devil May Cry 3. First there's the part where Vergil tells Dante to return to the human world and takes a very deliberate, implicitly suicidal fall off the edge of the cliffs where they fought. Knowing his REAL fate actually makes it worse in a way. But what really gets me is when Dante cries for his brother — and, being Dante, says that it's "only the rain." *sniffle*
Credo's death in DMC 4. Him begging Dante to save his sister and Nero as he bleeds to death after being stabbed by Sanctus is the icing on that particular cupcake.
"Might controls everything. Without strength, you can't protect anything." this line just oozes past guilt from Vergil about not being able to protect someone he loved. The person in question is likely either his and Dante's mother or, if you buy into the semi-confirmation that Nero is his son, his lover/Nero's mother.
Dante's final words in DMC 3 also count as this. After a really long, downright horrible day where his home has been destroyed, he's been battered around, and just had to watch his brother choose suicide over being redeemed, he doesn't even get a break, being attacked as soon as he's out of the tower. His Badass Boast sounds more like he's trying to convince himself that he's okay and ready to take on the world.
Dante: "Well bring it on! I love this! This is what I live for! I'm absolutely crazy about it!"
While the Griffon boss in the first game was a pain in the ass and a demon, there is just something tragic about his death. After being gravely wounded by Dante, he begs Mundus to help him, to give him just one last chance to prove his worth and destroy Dante. Mundus cruelly denies him this, shortly before zapping him to cinders while begging Mundus not to. If you did not think Mundus was an utter bastard before, you will now. Dante certainly did. Mundus also had the audacity the laugh evilly after coldly killing Griffon.