I was certainly upset both when Kamina and Nia died but once I cooled down I kind of understood why the did it.
Kamina, as GAR as he may be, was really only there to make strengthen Simon's as the main protagonist in the later parts of the series. And once he died it gave Simon the opportunity to become the new Kamina. If Simon was babysat by Kamina the entire series he would have never been able to get as awesome nor as powerful as he did.
And Nia well, it's as I said before. To keep coherence with the rest of the story, Nia knew full well that once the Anti Spiral(her creators) were defeated that she would no longer be able to exist. She hinted as much during the final battle.
And I also believe that while miraculous saviors and/or resurrections may be very appropriate in some anime they tend to cheapify shows like Gurren Lagann. Go watch Mai-Hime if you want a good example of what I'm talking about.