Fluttershy: I'm... sorry, my Breezie friends, but it's time to go. The way home will be closing soon; this is your only chance.
Breezie: <achoo!> Merte marshken farde!
Fluttershy: It doesn't matter if you have colds. And I'm sorry, but I doubt you really do.
Breezies: ERSKI PARLI POLIN!!
Fluttershy: I'm sorry! Keeping you here would be irresponsible and you all know it. I can't help you anymore. Go. GO.
(beat)
(beat)
Fluttershy: <sniffle>
Applejack: Well roleplayed, Flutter. But seriously, DM, that was cruel.
DM: ...I have regrets.
The last author's note wasn't to mean that DMs don't care about their players or the characters in their world. For me, at least, it's quite the opposite. We want to push and provide shenanigans, sure, but when things get out of hand or go a little too far, the blame often falls at our feet, and we feel that. Roleplay-heavy DMing requires walking a fine line.
Yeah... I've occasionally had a tragic villain that the players get too attached to, and when it comes time to "put the dog down", they just have such a hard time with it.
It's great RP stuff, and they do like having the range of feelings, but I usually feel a bit guilty for getting them so invested in characters that I know aren't going to get happy endings.
It's interesting when they campaign to change the outcome.
In an old campaign I ran, one of the first NPC's the players helped was an old bard who was supposed to pass on the McGuffin of the main plot to the PC's before dying at the end of the first episode. Pretty boilerplate stuff. But the mage in the group pulled out every stop from Heal checks to magic in order to save his life. So he got to live anyway.
The other event was the evil cleric who had been seduced and converted to the dark path a long time ago, and was sent to pretend to be good, seduce a party member, gain their trust, betray them at the right moment, and get killed in combat. I figured she'd last two, maybe three sessions.
Based on her motivations and orders, she picks the emotionally weakest in the party. Who is that elf mage again. This time, when the elf is seduced by the evil cleric, she patiently turns the tables on her, and effectively seduces her back, resulting in the formerly evil cleric becoming the team NPC cleric until that player had to leave the campaign, retiring the elf mage and the cleric. (Who got married off-camera some time later, it was established.)
Since then, I've learned two things: 1) Never assume any NPC is destined for the trash heap just because your notes say they are.
2) Never bet against the emotional "heart" character of the group.
I'm careful about crossing lines, but when I do, what Joe said: my players get the impression of just how evil the thing they're opposing really is.
(This was a large part of the inspiration for my current campaign: "not evil, just misunderstood" blending freely with "seems innocent, actually evil" to the point that the designated villain organization is itself confused, as is anyone trying to treat it like the monolithic organization it tries to be but isn't. Contrast this with the PCs getting a reputation as heroes despite not actually doing the heroic deeds - until people start assuming they are mythic heroes who will of course do whatever people think is the right thing.)
I was in an RP heavy campaign before, and I found out that everyone was invested to do a moderate amount of it. I, sadly, decided to make my character the equivalent of a heartless psychopath. I did so for the soul reason of being the "bad guy" in the group, so that way no one else had to be the one to bury the things that held our group back. There were so many things I had to do. None of which, however, I regret.
I don't think I've ever had a situation like Fluttershy's here. The closest I can think of is when we solved the issue with the Lamplighter foal gang in our FO:E Alt game. We got two of the other gangs to take them under their wing, get rid of the Crushers raider group that was threatening them, and got really connected with the three important foals of the group. We really wanted to take them with us. We really wanted to take them with us. But that would have meant dragging them through radiation and entering a medical center that was most likely filled with horrors no sane pony should face, so we eventually forced ourselves to let them go. Still, we did make an impression on them and they did grow up to be good ponies, so it all turned out well.
Plus I like to think that "Uncle" Rusty Nails went back after his adventures was over and stayed with them for the rest of his days.