The sidekick must die

I sometimes think about the life of the sidekick. You know, the guy besides the hero who never gets the girl and always dies at the end. What does he get for being the good guy all through - pain and death?

Being a good guy is not easy. Neither is being the mentally tough guy who has learned to wipe his tears himself and not get fazed no matter what life throws at him. But why does the audience claps for the hero who cannot control his emotions?