For me, the Deeps Roads death of either sibling will always hurt the most (I don’t think I could ever let that happen though especially with the knowledge that it can be prevented). Yes, it will be sad no matter who dies in the prologue but if it’s your first playthrough, you didn’t have the chance to get to know them and even if it’s replay, it’s been a while since the moments with them which were mostly in Act 1 so it won’t be that painful. You also have the option to let Meredith kill Bethany if she was in the circle and you sided with the templars (this is cursed content) but the final battle with Meredith is all that remains (sorry for this, I was tempted) by that point. However, if the sibling dies in the Deep Roads, you just spent one whole act with them and likely felt glad that you get to see them every time you came back to Gamlen’s hovel.