Even worse, they hear her last seconds of life on the phone!
Derek's death, and his last words
Derek: I'd never hurt you Sidney.
Maureen being killed in plain sight by who she believes is her boyfriend. Even worse since the audience didn't even know it was actually real until she straight up drops dead. Her acting may be a little over-the-top, but it's still pretty sad once you give this scene some thought.
Kate Robert's final words, "Tell Jill I'm... so sorry." What really drives it home is that since this was all Jill's fault, killing her mother was part of the plan.