Dally's death is more important than Johnny's because he was a mean and tough person and very strong and heartless person and doesn't care about anyone, but they just found out that he was behind a facade. They found out that only one he cared about was Johnny and he was trying to save his life at the fire but he wasn't able to save help him as much. Then since the only one he actually cared about was Johnny and he wanted to go with him. He was also so frustrated that he went to go robe a store that's how died because he was shot by the police. That's why it's so important.