Dally felt responsible for Johnny's death. He knew that he had been partly responsible for the events leading up to Johnny's death. He felt guilty and remorseful, and he blamed himself for Johnny's death.
Dally lost hope in the future. He saw Johnny as a symbol of hope, and he believed that Johnny could change his life. When Johnny died, Dally lost hope for the future. He didn't see any point in continuing to live, and he decided to commit suicide.
For these reasons, Johnny's death was particularly hard on Dally, and led dally to make a reckless and impulsive decision that further spiraled him out of control.