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Tear Jerker: 666 Satan
Jio's whole backstory counts: he's meticulously bullied by everyone in his hometown because he supposedly brings bad luck ( through no fault of his own.). The only person to ever befriend him, Jin, turns against him, because Satan!Jio slaughtered his parents. He's raised by a talking wolf named Zero, but after he becomes self-reliant (and kills that big-ass worm) Zero sends him off to find his own fate. The kid can never catch a break.
Jin realizing that Jio didn't kill his parents: Satan did, who co-inhabits Jio's body. With the arena after their fight crumbling around them, Jin uses his Black Fire Dragon to get Jio to safety, and falls to his death - while thinking about his parents.
Although this ends up being not so bad later when you find out Jin survives and later returns as a hero.