Despite how shocking it was, the scene in Doctor Strange in the Multiverse of Madness where multiple heroes die was already done in a similar manner eight years before in X-Men: Days of Future Past. It's not common for the heroes of a franchise like the MCU to meet a tragic fate unceremoniously. The deaths of heroes like Iron Man and Captain America are set up throughout multiple previous appearances, and they're treated like massive events that change the future of the entire franchise.
Doctor Strange in the Multiverse of Madness needed to prove how villainous Scarlet Witch has become, and the best way to showcase her new lack of morality was to lay victims in her wake. The members of the Illuminati from the Earth-838 universe were the perfect prey, and they suffered some of the most graphic deaths the MCU has ever seen. This is certainly a first in the MCU since its inception, but even before gore-filled titles such as The Boys and Invincible set out to satirize the superhero genre, Fox's X-Men: Days of Future Past came first to slaughter heroes back in 2014.
X-Men: Days of Future Past presented a post-apocalyptic future where the man-made Sentinels have turned the world into a hellscape, with the last remaining Marvel mutants taking a last stand against the robots. While Kitty Pryde sends Wolverine's consciousness back in time to fix the past, the Sentinels massacre the mutants one by one in a gruesome fashion, just like Scarlet Witch does with the Illuminati in Doctor Strange in the Multiverse of Madness. The Sentinels impale Storm and Blink, crush Iceman's decapitated head, rip Colossus in half, and scorch Warpath's face off. Undoubtedly, X-Men: Days of Future Past pushed the limits of its PG-13 rating.
While the gruesome murder of Anson Mount's Black Bolt in Doctor Strange 2 was quite shocking, the Illuminati's deaths lack an important element that X-Men: Days of Future Past did have. In X-Men: Days of Future Past, the post-apocalyptic future is the same timeline that viewers had been following throughout the previous movies. -Screen Rant
