This was the suprise of a lifetime for me, but the ending of Kingdom Hearts not only killed me when I was 12 (I didn't think it would. I felt a strong emotional connection to the characters, but I didn't think it was THAT strong), but I replayed it recently and, yep! No other ending makes me feel so alone by conencting me to my own values.
Yes, the thing that would make Sora more happy and far less lonely would be if he just gave up on his friend and lived with Kairi happily forever after, but he is forcibly torn away by the need to be a morally upright person and look for his friend, who is probably deseprately in need of him. (I would say Kingdom Hearts II reflects this.) The ending made me reflect upon the fact that, in the future, I will probably have to do things that will make me sad in order to do the things that are right. And that touch me, and hurt me, more than a little.