This is the thing I don't get. Who wants to be depressed all the time?
One of the most significant disagreements I have with people I personally know over media is that they like depressing endings (exemplified by, say, the ending to the Mist), and I do not. I don't grasp it. Why wouldn't you want to be happy?
To give an answer that isn't a conspiracy theory.... it can be kinda paradoxical.
I personally kinda like bittersweet endings, although I'm not a big fan of straight up fuck-you downers (this being one reason I don't often like horror games). First of all, this can be an emotion you don't feel often in real life. Second of all, sometimes it can legit be... more uplifting in a weird way.
Take the ending to Actraiser on the SNES (which I've seen sources like TV Tropes bitch about). For context,
In that game you play as God and are basically taking back the world from Satan. It mixes platforming and city-building during which each region has these little micro-stories unfold. At the end, you revisit all the areas and get one last update on the micro-stories that happen, then revisit one of your temples, where throughout the game you've been talking to the head priests.
But this one last time.... nobody is there.
Again, I've seen people bitch about this, but I honestly think its great. At first, they needed literal divine intervention because the world was just THAT fucked. But... its not fucked anymore, and people are living happily. The game itself even suggests this... that this state of affairs is basically what you wanted in the first place.
And it still tears me up.
And for me its way more significant than, say, the ending to some anime where they just go "Rah rah we beat the villains everything is happy now and all our problems are conveniently solved!"
This is also why Lord of the Rings is such a powerful book and why the Jackson movie trilogy completely botched it, and why The Last Unicorn is one of the best animated movies ever made.
EDIT: On this note, I just remembered one of my favorite video games ever... a freeware game called The Crooked Man (its part of a series, but the sequels honestly kinda suck from what I remember). The entire game is about this kind of stuff, you constantly meet people with some issue, and you're always given a choice of giving them the Hollywood "never give up" answer or letting them down gently... and the whole theme of the game is
that being too optimistic and "never give up" can have the problem of creating unrealistically high expectations that can end up just making things worse instead of better, and that sometimes it is okay and even preferable to, as the game puts it, "be okay with living in a house where a lot of things are slightly crooked."