I'd be a little annoyed, since we wouldn't have seen their death scenes.
Also, how can the story progress afterward if all the Kages are dead? At least 3 or 4 of them need to survive if the war is to be a victory, and to avoid a total collapse of the shinobi world.
Oonoki might die, but it would be better if they're all alive at the end to praise Naruto for kicking Tobi and Madara's asses. xd