I'm gonna disagree and say Mei. Rein's was sad but he had control over the situation and had he acted differently the outcome might have been different. Also he was still in a situation where he had others supporting him. Mei on the other hand had no control over what happened to her and was left completely alone in the base. I think hers is definitely sadder as Mei herself didn't actually do anything wrong to cause the situation whereas Rein really could've prevented what happened, even though it was still sad.
'Alive' - Mondatta dead, Tracer suffers, evil Widow learns nothing. Rein's short has a heavier emotional note, so in that sense sadder, but the character progress is inspiring