Wash's death (and Shepherd Book's death, to a lesser degree) went a long way toward conveying just how serious that situation had become. In the final fight, I couldn't help but think, "Who else is gonna die here? Kaylee? Zoe? Simon?" (I didn't believe for a moment that River was going to die, by the way.) So yeah, in that movie, it was quite effective.
In A:AoU, Quicksilver's death scene was stupid and unnecessary. It didn't lend gravitas to the film, it didn't convince me that anyone else was in mortal danger, and it didn't make me take Ultron any more seriously than I did before. Yes, I suppose it convinced me that Quicksilver had learned the meaning of true heroism, but there were other ways that could have been accomplished. All in all, I saw it as a waste of a potentially very interesting character.