Cicero is Maximus's most trusted army bro…even though he seems to be more of a personal assistant than a soldier. When we first meet him, he's getting Maximus' armor and weapons ready.
The next we see of him is in the Colosseum, where he's watching his newly enslaved boss fight for his life. He finds Maximus afterwards, gives him the statutes of his family, and then meets with him later and carries a message to Lucilla from Maximus.
Yeah: this guy is helpful to the last.
Cicero is a very important go-between, and as a result of his loyalty to Maximus and willingness to carry messages for him, he loses his life. He's heroic in this regard, and we can't help but feel for him.
But much as you can't make an omelet without breaking some eggs, you can't make a blockbuster about one gladiator's fight to restore Republicanism to Ancient Rome without killing off some secondary characters.