The more I think about it, the more I have trouble with JK Rowling's explanation of why she killed Dobby. Dobby was doomed from "The Chamber of Secrets" apparently. Rowling decided she was going to have to kill him the minute she created him. But her explanation of why he had to die is a little hard to understand.
"I suppose you could say very prophetically Dobby had to die," Rowling said during the book tour at the Kodak Theatre in Hollywood, "so he could become Harry's motivation. That's not why. I always knew he was going to die and how he was going to die."
Dobby in her mind was the emodiment of vulnerability and innocence. Looking back, Dobby was neither vulnerable nor innocent.
When Dobby was freed by Harry Potter, Dobby became a voice for elf rights. If anything, he had the strongest will of all the house elves. He was the one trying to convince the others that freedom was better than servitude, that independence was better than slavery. There were few elves who shared Dobby's beliefs, but it didn't stop him from trying to change them. Those are not the traits of a vulnerable character.
As for innocence, Dobby was far from unbiased and pure. From the moment he met Harry Potter, it was clear whose side Dobby was on. He knew good from bad, knew Harry Potter represented hope and his masters, the Malfoys, represented oppression. Dobby knew he had to side with Harry Potter, and physically abused himself, demonstrating the strife within to resolve his conflicted allegiances.
Rowling reiterated that Dobby was "someone that was very vulnerable." His death was indicative of the loss of innocence in the wizarding world. It's why Harry is so moved by Dobby's sacrifice.
"It was another senseless murder," Rowling said. "In the same way Cedric Diggory's death was senseless."
Senseless, yes. But a loss of innocence, hardly. Harry's innocence was being stripped away the moment his parents were killed. He was never given a chance to be pure.
Lord Voldemort was an enemy. The wizarding world looked to Harry as a savior. No one gave Harry a chance to make mistakes and, more importantly, learn from his mistakes. He was expected to be a perfect wizard and a perfect boy. His innocence was lost well before he ever met Dobby.
She could have picked a better character to represent vulnerability. Ginny? Luna? Percy?
But finding a character to represent innocence would be a challenge in this story. None of the kids have much sense of innocence. The elves, centaurs, ghosts, goblins, all have prejudices. There were not many innocent characters in Harry Potter's world. It seems like everyone, even the kids at Hogwarts, were guilty of some indiscretion, even if by association after they were sorted into their houses.
Finding an innocent victim in Harry Potter would be a challenge. Maybe Dobby was the closest thing. But it's a stretch.