Yes, definitely. I think this game's ending made me miserable for a whole week after finishing itThe Walking Dead Season 1 is the only right answer here.
Also, Valiant Hearts had a very sad ending, and To the Moon had a bittersweet one. The Last of Us had a very interesting ending in that
I didn't really know how to feel about it, part of me felt sad but the other part was very relieved Ellie was still alive.
I'm just like this as well! A game is often much more memorable to me if it ends on a sad note.Personally, I find tragic endings and sad stories to be a lot more enjoyable. I don't know why, but they always seem to interest me more. I guess when you know a story is going to have a happy ending, it's a lot easier to predict how it's going to happen, as opposed to something that averts your expectations and doesn't end with our hero riding off into the sunset.