It's bothered me twice.
1/ Watching a bare-back scene from a late 70s movie where I knew that scene is the one where he was infected with HIV.
2/ A 'straight' actor in Sean Cody who was so desparate to please and be liked. Though the progressions in his scenes he became more and more of a 'pig bottom'. After he killed himself, I now see those scenes as pathological.
AS to musicians/actors; it sometimes bothers me with them if the death were untimely. I watch David Bowie's last two mucis videos with the knowledge that he was talking about his death. There was a Canadian 'young adult' tv show where two of the main cast were killed in an accident immediately after shooting a specific scene. Watching Carrie Fisher share a scene with Mark Hamill where they were saying goodbye to one another was troubling. As was watching Anton Yelchin as Chekov in his last movie.
It feels as if they were part of our life although we were never a part of their lives.