Additionally it sets up any future parts up very well. I can see why people are upset, but in all honesty it just wouldn't have been right if they did get together. And even if Penny got either of them, it still sucks. She is either stuck with a good guy who really is an asshole. Or an evil guy who goes against what she believes in, but would do anything for her.
With Penny dead we can see more levels of emotions from the characters now, and it sets up any future parts up brilliantly.
Also, I saw it coming.