Considering that most (fictional) stories end with a happy ending, and in many cases, this only actually occurs because of some lucky event or major mistake the enemy just happened to make etc.
Do you ever wish that a story would end more realistically instead just to avoid this must-have happy ending?

Or what do you think in general - should there be more stories with sad endings?

Note, I don't think this really applies to game stories as a sad ending may imply to the player that they really didn't finish the game.