It was more of a matter of perception manipulation. In Episode 1 Duck was going to "die". by Episode 3 you knew that Duck was going to survive either way, so most people would assume that nothing bad was going to happen to him. The rules where established. Same with Carley, a message pops up right after she get's shot ( Before that, she is made to be emotionally important. Same with Duck if you let him)...which makes it shocking when the rules changed a second after.
Many people disliked Duck before that ( He was a bit...derpy, even to his parents). I can see that if you didn't interacted with him much because of that, and disliked Kenny also, then the path is set for you not to give a fuck. They still got you with Carley tho. Point is, different paths don't change the outcome, but change your perception of the situation.
It's what makes it effective, as a game. Different from other ways to tell stories. We are used to have some understanding about what the rules are in a game we can interact with. Subvert them and that at least gets you out of your safe zone.
In the end, you can always go back to say " it's just a video game/book/movie", and dismiss any emotional attachment. "It's just..." as a phrase is very effective at that, even for real tragedy.