Graham’s death, in my opinion, was much more important, was much more tragic than Neal’s, because of all he had been through with Regina and the curse—and he never got to truly be free. He never had justice for his death—he sacrificed his life, he made legit hard choices and paid price with his freedom, while being abuse by a power-hungry, revenge-seeking Regina, and it’s never properly acknowledged in the series by anyone.
(Heck, the writer’s have joked about his rape, as well as white-wash or try and take back what they portrayed.)
With Neal, he did not deserve to die—he deserved to have a chance with his father, with Henry, and to have a life. The problem is that his death is a consequence to the bad choices that he made, knowing what would happen, and not caring about the consequence. He knew by bringing his father back, he would be helping Zelena, a powerful, cruel, revenge-seeking witch. He was warned by Belle that this would doom so many people, it was explained to him that he would be doing the exact same thing his father did to so many people, but he still did what he did, and he paid the price for it, yet he still did what he did, and as a result, he died.
So when everyone cries that Neal’s death was unfair or that he was cheated out of a life with everyone, I do agree to an extent—his death wasn’t fair, but he had clear choices in the show, and most of them were all very bad choices that he willingly chose to do.
Graham, on the other-hand, lost his right to choice. He had none. He had no choice but to be Regina’s sex-slave in FL and SB. He had no choice but to be Graham the Sheriff that did Regina’s bidding. It was only near the end that he finally managed to take back his life, and he was killed for that.