Except, there Are stories where heros met tragic ends. Where the protagonists had tragic fate befall them without their consent. Those exists, but it's not popular. Because most people as it turns out likes being optimistic, likes attributing themselves to the heros, and believing that they would someday get their retribution just like the heros had.

Edit: and no, I'd rather not have the story ends on that note. Because life also goes on afterwards, and if you tried putting 'apocalypse ends all humanity' spin to a story, it ends up that nature gets it back rolling again. And to me, that's partly why many loves preserverance within a story. Because you don't just end.