Think you're being a bit unfair to the second one, it was way more than just Bluey characters getting killed, for most of the video it was lampooning the Bluey fandom and all the weird and creepy fanart and statements people make of the characters who are well underaged. The ending's shock kinda works in my opinion because the series so far has been about the Black Templars hunting down furries (with most of the series so far parodying furry culture and media, including lots of in-jokes that you probably won't get if you're outside the furry-sphere or 40K fandom) and at the end you get tricked into thinking "oh he's not ACTUALLY gonna do it this time, oh wait there it is."
