In a way I did feel sad for the guy but he was a rat and he broke Omerta. So I thought it was a very fitting ending. I too wished that game would keep going I never wanted it to end.
THe Freed Ride Extream mission are wierd as hell but you do get some sweet ass cars in those missions thats for sure.

Leonard: I dont know. See, I have this condition.
Teddy: Well, I hope its not as serious as his, 'cos this guy's dead.