While Yoda was the last of the old Jedi to die, Obi-Wan came in at a close second-to-last. Killed by the person Obi-Wan loved most in the world, Anakin had tried to kill his Jedi Master once before in Episode III, just before falling into a pit of lava. After being revived and taking over the Empire as Darth Vader, Anakin did finally manage to kill Obi-Wan during their final battle in Episode IV.
After the death of his own Jedi Master Qui-Gon, Obi-Wan raised Anakin in his master’s place, viewing the young Skywalker as a younger sibling. While Obi-Wan had a tendency to lecture Anakin like a father, the two would often jest as siblings.
It was heartbreaking to watch Obi-Wan be slain by Darth Vader, who the Jedi wholeheartedly believed was no longer Anakin. Obi-Wan’s death marked a sort of hopelessness to Vader’s future to ever turn back to good. On top of that, no one would have had better stories to tell Anakin of his father than Obi-Wan, but perhaps the pain of remembering the old Anakin was even too much for the Jedi to take. With Obi-Wan seemed to also die any remnant of who Anakin used to be. It was a double-whammy for death scenes.