It pain me whenever I see people making light of Anaxa's death, sacrifice and contribution to the Flamechase just because his wasn't shown to be tragic. That's the whole point because Anaxa himself doesn't want his death to be something to mourn over.
Even if he himself also fears death and experience loneliness just like everyone else, he doesn't show it - instead, he wants people to find joy even in moment of sorrow, even in his own death.