In order for a character to be loved it need to be humane, without that no one would be able to relate to it, being humane is to have ups and down, like electrocardiogram, if it's flat your heart's electrical system fails entirely..
Same thing apply on a character, the highest point is the highest point of tension, when the character near death or hurt badly, another point of tension is when the character hurt emotionally, like having a hard breakup, rejection, or losing someone they love by force.
The problem with Jon Snow character that the character started sympathetic, you can see how he faced his downs first, being treated as the outcast in the family, losing his family members one by one, and finally the highest point of tension, getting killed in traitorous way, the character reached the highest point of tension by being dead..
the problem that he didn't stayed dead as he should, he was resurrected, something exceptional to the world he's living in, which established that death is final, and also killing the character in a brutal way, making its electrocardiogram going flat, as you can never reach a point above the highest point of tension that Jon already reached, you can't even sympathize with him for losing anyone as we know by this point that at least the majority of his family will survive, he even killed the queen who loved and loved her and saved his life, and didn't even face any real consequences to be compared with the highest point of him being dead, making him and reliable and untrustworthy, you can't make him more unlikable, he became as bad as a serial killer in a horror movie, the victims try to kill him over and over again and he always back to life and continue killing them. the writers basically turned Jon Snow into the zombies he's fighting, and like Jason X waking up after being shot multiple times.
On the other hand we have another good example on why heroes must die which is Jack Dawson played by Leonardo DiCaprio in Titanic, the character is also started sympathetic, a young poor immigrant traveling to start a new life, and pursue his dreams, we see how he falls in love, and how much he faced in order for his love to work, and then at the end he dies saving the woman he loved, in a horrible cold merciless way, ending the story with the highest point of tension, no matter how bad you wanted Jack Dawson to live but his death is one of the important reasons making you love the character, and making it survive time and to be immortal.
That's why Jack Dawson's death boosted Leonardo DiCaprio's career, while Jon Snow's resurrection harmed Kit Harington's career more than the knives of his enemies can ever do.