Alot of people don't like endings that don't wrap up all nicely with a bow tie. I believe they dont' like it, because it makes them think, it makes them evaluate there own Empathy. Its something they are afraid of, specially given that these are all just actors in a story. Why does a 'downer ending' hit you harder in a video game or a movie, then watching news for a day?
As for video games, all you need to do, is look at the games that had great reviews, but poor sales.
I forgot about the shadow hearts trilogy. When I beat Shadow Hearts 2, I was stunned at even the 'best' ending wasn't that good.. I mean even to this day you have to make a decision, and its a tough one, a REALLY tough one. Its so tough infact, that it is by far the best arguement to this date about the whole 'coma brain dead, put em out of there misery, vs let them rot in a bed for all eternity.
A little known game,
Legacy of Kain.
Your mission is of revenge.
You get it within the first 10 minutes of the game.
Now what?
Okay, follow some orders, by a ghost to go kill the people who are corrupting the world, its a rotting, filthy vile land that needed to be purged from evil.
The Good ending, you Kill your self to save the land.
The 'bad ending', you live, since your are the last being corrupting the land, the land withers and dies away, while you wage an unholy crusade for vampire kind. ITs not a downer ending, but its definately not the 'well, he's gunna live in a cabin and tend to a little garden until he dies!'.
Breath Of Fire III
You have to kill your best friend to save the world, and by save the world your letting the world destroy its self in 5 years instead of slowly rotting away in 500 years. Infact, you have to kill a 'god' to achieve this.
Breath of Fire Dragon Quarter, during the final fight, you use more and more of your limited dragon power, and you use up all of it (In this game the more you transform the closer your % gets to 100, when it reaches 100% you die.) The main character Ryu tells the rest of the party that he'll follow them up to the surface they've been fighting there way to before he dies. And they grieve.
When I played it, I coulda swore he wasn't 'revived' but wiki claims you are 'revived' at the ending. I'd like to say there are multiple endings but thats not the way I remembered it.
Oh,
Final Fantasy 7: Crisis Core.
You know what was going to happen.
You didn't want it to.
You wanted it to stop, you wanted to prevent it.
You wanted to change the past so the people in Final Fantasy 7 didn't have to go through all the pain that was caused by the ending of Crisis Core.
But ultimately, it was destiny. IT HAD to happen, but damned if you didn't fight your hardest to prevent it. And after playing that game, And if you play FF7 right after it, you might understand a little more of Clouds anger.