Sirius did die for Harry in a way; he went to try to rescue Harry just like Harry went on the belief he was going to rescue Sirius. Plot-wise, Sirius may have had to die to prevent his vindication as a loyal OOTP member. This has little effect except that under the Potter's will and Harry's wishes, Harry would become a ward of Sirius and be forever free of the Dursleys.
Indeed, the whole battle of the Department of Mysteries was not fought in vain - it alerted the magical world at large that Voldemort had returned. It also resulted in the unmasking and capture of many death eaters. On the other side, the death eaters won't be underestimating Harry again - he fought most of them to a draw and wiped the baby voice away from Bellatrix once she realized just how dangerous he was. Then again, he probably IS a match for most of them. The Death Eaters had to learn that the hard way.