IMO the character development in TWD is just poor compared to the other shows you named. I haven't seen The Sopranos, but I've seen The Wire and Breaking Bad...
I haven't felt any anxiousness, sympathy or anger while watching any of the "main" characters on TWD die like I've felt from other shows. This is due to me simply not caring about who lives or dies in the show. The Governor died? So what... was his death as memorable as say... Gustavo Fring? Stringer Bell? Hell, Prop Joe? Wallace? Hank? Bodie? Hell no.
Game of Thrones which isn't even listed in your title, also shyts all over TWD when it comes to this. I could go on and on with the characters that died from TWD... and I would just be like
And the writing is so meh that I find myself just not caring what happens to these characters going forward in general.
I like Darryl's character, Mishonne is aight, it's a shame that they just now are showing us her backstory... I think that's my major issue with how the show plays out. They really should have fleshed out the main character's backstories along the way more, because now it's as if they only do so when the end is near for one of them... which just makes the show that more predictable. Oh T-Dog is getting sentimental now with more lines in this episode than he's had in the previous 10 combined... cause he's about to die.