I've just changed the title to say "INCLUDES SPOILERS." I only put up the original title so that people could read the thread without worry during the first week, but everyone now has had their two weeks to read the book and they are warned
In case you didn't read the subtitle, this post contains:
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Enter only if you want to be surprised or have read the book.
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I agree with you -- I didn't find Dumbledore's death as moving as Black's for the very same reason: Black had found a reason to live.
There are a lot of theories on the Internet that Dumbledore didn't really die at the end. The big emphasis in magic teaching in this volume was on non-verbal spells. While Snape did say the Avada Kedavra curse, in one of the earlier books, it was explained that the curse only works if the recipient believes it -- kind of like the Evil Eye -- and all of the other victims had their eyes open, but Dumbledore had his closed. One theory goes that Snape was sending a different non-verbal curse, while speaking the Avada Kedavra out loud to be witnessed.
Also, all of the portraits of the dead headmasters line the office of the headmaster, and they have their say at will. So even if Dumbledore either died or had some mitigated alternate state -- like the Lilac Fairy's mitigation of Carabosse's curse -- I can't imagine that he'd be silent in his portrait. (That would be a sign of something different having happened.) The trick may be to get Harry to return to Hogwarts, since it isn't clear he'll be returning to school in Book 7.
It's amazing how carefully die-hard fans read the books and find clues. I never would have thought of any of this on my own.
My own theory of the books is that Snape may turn out to be the heroic character: a flawed and resentful man who is hated -- not always without cause -- mistrusted by both sides, and insulted, but who in spite of this, does the right thing in the end and gets qualified credit for it, like Roger Maris' asterisk.