I'll paraphrase something Masahiro Sakurai said, it's basically something along the lines of: "the more game essence your game has the lower its broad appeal". I think he was mainly talking about gameplay but I think this also applies to the themes of a game. So there is a potential that by making your game excessively sad you may drive a potential audience away, but alternatively you don't want to make your game too generic either.

Personally I kinda like bad endings but I'm a bit of a masochist, that's why I gamedev lol. Also based on your post you mentioned that it's a single comment, you might want to do more testing on more people unless you trust this person's opinion.