Oh, I agree. Thematically, his death made sense, as his character arc was complete.
Spoilers for Buffy S3 and all of Angel:
Wesley has always been the perennial “loser”; no matter what he did or how good he was, life always smacked him down at every opportunity. Try to stop that crazed evil Slayer? Whoops, she escapes. And then later, she tortures you. Try to have a stable relationship? Turns out your life of fighting evil is too much for her to handle. Fall in love with Fred? Damn, she likes Gunn instead. Try to save Angel’s son from his father? Well, actually the prophecy was a fake, so you end up with your throat cut and isolated from all your friends. Et cetera et cetera. It’s in season 5, in the episodes “Lineage” and “Not Fade Away,” that he comes to accept himself despite what appears to be his sad lot in life, and he dies a hero (albeit still that perennial loser… note that he’s the only Fang Gang member to fail his mission).
