As for the list TNUK, some I would says were sad but there are a few on the list that were more shocking (Game of thrones certainly springs to mind)
Sad or not, the important metric that I was using was
giving a fuck about the specific moment mentioned (and as I said, there are around half a dozen moments on that list which I personally feel qualify). At no point in Game of Thrones have I been disengaged. Sad... the show doesn't really do sad. You don't have time for the grim tragedy to sink in before the next thing happens. It does a great job of keeping you focused on what's happening without allowing you to process feelings that might distract you from what happens next.
That's a lot harder to pull off than simply making the audience
sad. Making people sad is laughably easy, really. For example, I make people sad all the time and I've never even been on television. Arguably, mine is the more pure medium, and if making people sad constitutes some form of artistic achievement then I'm a modern Michaelangelo. Not that I've ever made somebody sad on a ceiling in the Vatican, but there's time yet.
This scene fills me with so much anger and sadness, I find it difficult to watch. Just trying to imagine the pain Jesse is going through at that point, plus everything else that has happened to him because of Walt, it's infuriating.
I find it's a lot easier for me to not care about Jesse by that point because he's still absolutely despicable.
He made drugs. He sold drugs. He sold drugs to recovering addicts. He both funded his lifestyle through the misery of others and profited from the deaths of everybody who Fring and White killed either directly or indirectly.
He didn't grow a conscience until pretty late in the game - sure, Walt sucked him back in each time he tried previously, but Jesse never took the steps of cutting himself off from Walt, making it impossible for Walt to get to him again, or even turning himself in for what he'd done, turning Walt in, or actively opposing the use of the drugs he and Walt made. Not until the last few episodes, and look what it took to bring him to that point.
He brought everything that happened to him upon himself. Had he made slightly different (maybe slightly harder) choices earlier on, he could have walked away entirely without being hard up financially. But greed and selfishness and pride got the best of him at several key points. Maybe pride wasn't the main force of his undoing as it was with Walt, but Jesse was definitely a victim of his pride to some extent when it comes to the choices he made.