Should they kill off people we already know?

Because of the Carolyn Hart book I'm currently reading, "Murder Walks The Plank", I began to wonder about the practice of authors killing off characters who are regulars in their series. And of course we mystery readers know that for us they are not really characters, but people, and when they turn up regularly in many of the books in the series we feel as if we already know them.

The usual practice is for the victim of the murder to be someone who is introduced to the series only for the book in which they die --- in other words, a stranger. But sometimes they surprise us and make the victim a regular. I've seen Lilian Jackson Braun do this in her "The Cat Who..." books, and now Carolyn Hart...

What do you think of this? I must admit I'm not keen, especially when the victim is someone nice, or at least not horrible. Not too many writers do this, actually. I wonder why. Interesting.