I didn't find Dark City's ending to be depressing. I found it to be rather hopeful. In my opinion, the author is much too fixated on the idea people only being able to find happiness on planet Earth.
The oppressors governing all aspects of the protagonists life are expelled. He gains control of not only his own destiny, but the godlike power to shape the world around him, as he sees fit. He even meets up with the woman he loves, who is not only safe and sound, but free to fall in love with him again. I'd say it's the fantasy of every man who's ever gone through a mid-life crisis.
Maybe the author is sad that it didn't happen to him?
While I'm not a guy, I didn't find the ending of The Mist to be particularly tear-jerking. Frankly, I was annoyed at how quickly they seemed to give up. They only just got out of the supermarket full of crazies and barely went the length of their own city/county before deciding the whole world was screwed and they didn't want to face what else might be out there. If anything, it was a lesson about how a limited worldview can bring you to ruin.