These are good observations.
The sadness with which all the Brontës treat the deaths of "bad" characters has earned some controversy over the years. For example, Jane's forgiveness of the dying Mrs. Reed has been labeled problematic, since it's part of the book's recurring theme of Jane being urged to forgive her abusers and ultimately doing so – part and parcel with forgiving Rochester for trying to trick her into bigamy. But whether there's any truth in that or not, Jane doesn't forgive Mrs. Reed because she thinks Mrs. Reed deserves forgiveness. Unlike, for example, Helen Burns with Miss Scatchard, Jane never denies that her aunt treated her badly or blames herself for it. She forgives her out of compassion for her suffering, even though her suffering is mostly self-inflicted, and pities her inability to let go of her hatred.
Another example might be Hindley's death in Wuthering Heights. If I remember correctly, @thevampiricnihal has sometimes seen Hindley's ending as a symptom of how the book arguably becomes more conservative after Catherine's death, with the upper class patriarchs who were criticized in the first half becoming more idealized in the second half. After being a tyrannical abuser throughout the first half, Hindley semi-redeems himself by trying to murder Heathcliff to save Isabella and Hareton from his clutches, only to fail and be physically brutalized by Heathcliff, which is followed by his pathetic off-page death, Nelly's grief for him, and the ambiguity of whether or not Heathcliff murdered him. But personally? I wouldn't have thought to view any of this as an attempt to "redeem" Hindley. He's just a complex, tragic villain, whose partly sympathetic motives never excuse his actions, and who pathetically dies as he misguidedly lived.
I definitely agree that the Brontës are more concerned with how the characters live than how they die. To go back to Wuthering Heights as an example, most of the deaths take place off-page, since Nelly wasn't there to see them, and – apart from Mr. Earnshaw and Edgar's deaths, which get longer, more detailed scenes – even the deaths Nelly does witness are described in just a few succinct sentences. This is even true for the all-important death of Catherine: what matters is what leads to it and the aftermath.
For that matter, all the deaths in Jane Eyre take place off-page too. Jane is asleep when Helen dies, she isn't present at Mrs. Reed's actual death but just talks with her beforehand, she learns about Bertha's death long after the fact, and St. John isn't actually dead yet at the end, just mortally ill.
And I find it very striking that the book gives us nothing of Jane's grieving process after Helen's death. We do see her anticipatory grief before it happens, but afterwards? Just the bare facts of the death, a short description of the gravesite, and then an eight-year time skip to Jane's adulthood. This is almost unheard of: killing off the heroine's best friend, yet barely addressing her feelings about the loss. It's no wonder that most of the adaptations avert this and show Jane crying or wailing as she's taken away from Helen's bedside, and/or mourning at her grave. But in the book, what matters about Helen isn't how her death effects Jane. It's how her life effects Jane; how Jane is changed by having known her.
I haven't read Anne's books yet, but I can see that this is a recurring pattern for the Brontës.