All spoilers regarding the series will be left unmarked.
Sophia Ikaruga Misurugi's death. She takes a policeman's gunshot meant for Ange in a Heroic Sacrifice in front of the latter. Anyone who has ever lost a parent will know her sorrow.
Even though she is saved by Embryo moments later, Chris getting shot in the head mid-takeoff, and Rosalie's tearful reaction is heartbreaking. Given how close the two were, and how fearful Chris has always been of dying.
And then there's the reunion. Despite being a Red Shirt, Rosalie's disbelief that Chris killed her pupil is heartbreaking. And the trio's friendship, damaged when Chris reveals that she's always been resenting both Rosalie and Hilda for always being left out.
Embryo may be the Big Bad and everything, but picture this: imagine being a witness to five different world wars before creating another world and find out that humans still haven't changed from their ways. No wonder he's so fed up and wants to recreate the world again. By any means necessary.
Ange and Hilda's reunion with their "loved ones", especially towards the end of "Traitorous Homeland". Let's just say a number of people want to give the both of them a hug on that one.
Hilda, Tusk and the remaining norma learning what really happened to Jill after thwarting the latter's escape attempt in "God's Soul Searching". Jill's efforts to become a respected hero of the Norma were all but destroyed when she was seduced by Embryo instead of killing him at the first chance, getting her comrades killed in the process.
Jill realizes that if she was nicer to Salia, she wouldn't have turned on them.
One has to feel for Ersha in the second half of the episode. She experiences a Heel Realization after Embryo's manipulation of her to fight her friends came with a heavy loss to the point that Embryo abandoned her.
In "Eve of Destruction", Chris going Ax-Crazy and killing everything that she sees can be hard to watch when Embryo abandons the Diamond Rose Knights and Tania and Irma are killed. Fortunately, Hilda and Rosalie snap Chris out of it and they reconcile.
The current predicament for Sylvia, especially after the end of "Distorted World". True, she tortured her sister and posed as a cripple for much of her life. But she also witnessed her mother's demise and was tricked by both Liza and Julio into hurting Ange. Her "My God, What Have I Done?" reaction is understandable, considering that she'll never see her sister again. Technically, she has no one to call family anymore and she knows the last of the incidents is her fault.