Ok I know Peter Parker's death in Infinity War was sad, but hear me out.
Peter Quill's death was one of THE sadest deaths. Why? Because he just found out Gamora, the love of his life and the only thing in his life he actually loves, is dead. He doesn't know where his team is, and he watched Drax and Mantis die before his eyes.
You can physically SEE the pain in his eyes as he disintegrates. His eyes have no hope, no joy. He feels alone, and he just kind of accepts his death, unlike the rest of the dead Avengers. He has nothing in his life that he loves.
And THAT is Peter Quill is one of the saddest death.
One of the only reasons Peter Parker's death was sad was because he was young and he manages to fight off the disintegration for so long, and he was suffering. But so was Peter Quill.
Parker knew his family (his aunt, Tony, etc) were safe.
Quill thought all of his family were dead.