The Sophon scenes in The Three-Body Problem as horror writing
The experience of finishing a very long series — I mean genuinely long, like Wheel of Time at 14 volumes or Malazan Book of the Fallen at 10 — is different from the experience of finishing any individual novel in the series. There's a grief of completion that's proportional to the length of the investment.
I finished the Wheel of Time last year, having started it over a decade ago and taken a five-year break somewhere in the middle. The final volume was read in an unusual state of mixed mourning and satisfaction. Mourning for characters who'd been with me longer than some relationships. Satisfaction that Jordan and Sanderson had given them endings they deserved.
The very long series as a form is a specific kind of intimacy. You know these characters in the way you know people you've spent significant time with. Their deaths feel different from the deaths of characters in standalone novels.