Its sad to watch but its all part of a chain cycle and every animal feeds off another... while the lion feeds on a gazelle, a few hours earlier that same gazelle might have been lunching on a few spiders(not so sad) along with worms or ants... if it makes anyone feel better, for every animal hunted down there are probably 2 or 3 more born to replace it.
I think the herd leave the weakest one for the predator as sacrifice... the weakest would always be a liability anyway, if not the lion today it would be a hyena tomorrow, why bother, total waste of time and energy in the animal's mind.
Also a group effort on the herd's part would mean the lions would become more cunning in their plan of attack and lions being faster, stronger and at the top of the chain, the gazelles wouldn't have much of a chance and instead of losing the weakest, an entire herd may be lost.