I think people always expects a happy ending to a story, so when there's not they get upset because they didn't get the expected closure they wanted. If it is done well it can make you think, if done poorly you get upset and want to forget the whole thing.The story not being a power fantasy where the protagonist ends up as four riders of apocalypse combined isn't bad writing. It's just a story that doesn't align with your desires.
Consider how many stories out there end with the protagonist merely being able to escape the big bad, and counting it as a success. Let alone the ones where the protagonists don't get to live happily ever after.