As a reader, I love happy endings! I want the good guys to win, the bad guys to be defeated, Main Character to end up with Love Interest, all the subplots to be wrapped up, the world to be saved, and for there to be happily ever afters all around! As a preteen, I had to give away every book I owned of the Series of Unfortunate Events, because after book 3, I finally caught on that each book was going to be more depressing and hopeless than that last. I probably should have figured that out from the series title, I know.
Over a decade later, I had to give up on Games of Thrones for the exact same reason.
That being said, as a writer, I'm a real asshole. I love to write me some depressing endings. Main characters die, quests are failed, and if the world is saved, it's only at a great a cost. I guess it's because I get so much more emotionally invested in the worlds, characters, and stories other people have created, while I am more aware of my own being just... the threads with which I am weaving a narrative. So I'm a big ol' hypocrite, haha.
One thing I've noticed in my recent forays into the world of short story publication: editors are sick and tired of depressing endings. Everyone thinks they are so cool and hard core and original with their grimdark stories and grimdark endings, but they don't realize that everyone else and their grandmother is writing the same thing. Many fantasy, scifi, and other literary speculative fiction magazines now seem to specify that they don't want to see any grimdark, or anything overly depressing just for the sake of being depressing.