I've had an incredible time playing this game but this has irked me more than I thought it would since Alexios isn't canonical and therefore isn't the continuity character going into the next game. In my playthrough Kassandra lived so there is that, but killing her only to have her reappear in the Valhalla crossover, is a real WTF moment!

Edit: POTENTIAL SPOILERS for those who haven't played the game.

Context: I was not aware of this from the outset, had I have been I would've played as Kassandra.