Happy/Unhappy endings are meant to evoke a response from the reader/watcher/whatever. Perhaps the author's intent was to make you feel the way you did once you finished.

I know a lot of the stuff I come up with has unhappy endings because in my own little head, the world doesn't always work out the way I want to, and thus it is reflected in my work.

Most creative people I know/talk to are just expressing the world as they know it.