I get the frustration, because put in perspective it does seem unfair when /everyone/ gets their happy ending except one companion. But also... I think it just undermines Karlach's story if she doesn't die and gets an easy way out (like they've added via the Epilogue "Zariel Forge"), I think. To me her story is about her coming to terms with the unfair death she has to face, and the struggles in doing so. If in the end it's just "Sike! You actually get to have everything you wanted!" that emotional arc feels a bit vacuous. I don't know what the point of all that would be.
I'm a hypocrite in that I tend to send her to Avernus to get more epilogue content, but I do think the scene where she dies makes for a better wrap-up of the character. It's tragic, and sometimes that just hurts so good! (And Wither's line at the party about how she's burning really bright in the Astral Plane is so sweet)
I don't think Gale's arc is the same (I definitely think the satisfying conclusion would be for him to live as a normal man), but I feel a similar way about Gale detonating himself if just because the scene where he does so is very good :P
