Oh man, I remember his death in Tamers. I just checked an episode guide, and after all these years I still know the exact episode number.
I think a lot of that has to do with the fact that after Leomon dies, Juri starts going crazy which stood out to me because a) I felt like it was a step towards something much darker than Digimon had attempted before and b) I had a bit of a crush on Juri so naturally I cared about her as a character.
On a side note, I just found out why Tamers seemed decidedly more dark than the other series (1+2 anyway, never really bothered after that): the head writer was the same as that for Lain, Ghost Hound, Texhnoloyze, etc.
Pic oh so related. Juri was moe to me long before I even knew of the term.