What is the significance of the terrible manner in which Lovborg dies in Hedda Gabler? Why does the manner of death upset Hedda?

The significance of Lovborg's death is that it destroys Hedda's notions of free will. When she hears about Lovborg's death, Hedda initially assumes that he's killed himself, thus confirming her conception of what it means to be free. But when it turns out that Lovborg was actually shot by someone else, that notion immediately collapses. That's why Hedda finds the manner of Lovborg's death so upsetting. There was nothing free about it at all.

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Lovborg's death comes as a rude awakening to Hedda. Or, to be more precise, the manner of his death does. Initially, Hedda assumes that Lovborg's demise was "beautiful"; that he'd exercised his free-will in choosing to take his own life. But when she discovers what really happened, she becomes very upset.

Far from taking his own life, Lovborg was actually killed by someone else. And the manner of his death was deeply disturbing, to say the least. Lovborg died a painful death after being shot in the stomach, so there was nothing remotely "beautiful" about it. On the contrary, it was nasty, sordid, and drawn-out.

The further realization that Lovborg was killed by Hedda's pistol upsets her even more. She now knows that Brack has something on her; if he breathes a word about this, she'll be destroyed by the ensuing scandal. For a woman so singularly obsessed with exercising free-will, this is the ultimate nightmare.

For now, she finds herself beholden to another, and the only way she can escape Brack's control once and for all is by taking her own life, which she proceeds to do. In a final irony for this woman who prizes freedom above all else, Hedda's last act on earth is something she has effectively been forced into doing.

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