I think the big problem is Writing and really it's wide spread. Video Game Writing tends to be on the weak side, and most games just want to be escapism and having a sad ending in an escapist fantasy is out of place. You can't kill the Hero because mortality is something we want to escape from, you can't have the Hero not get the girl because Failure is something to Escape from.
Having a Sad Ending in just doesn't work or is much harder to work and most games can't have sad ending work since they don't want to or fail to effect Emotions other than Fun. They don't want to delve into things like Grief, Sorrow, Anger (well other than shallow killing Rage Ala God of War.), Loss and pretty much anything else that isn't fun. Sadly this makes Happy endings the only endings that work well and then there's the lack of Show not tell.
God I have to say if there's anything wrong with Game Writing it's unable to Show not Tell and even the "Greats" can't do this, I'm looking at Obsidian, their Writing is Tell Tell TELL! And really a lot of Gaming is, in some ways I think we haven't figured out how to work it with the changed in Technology. What worked for Torment because it was Text will not work when it's voice acted, being the text could convey a mental image to the reader, when it's Voice acted by the character it becomes the character Telling you it, and you just can't have an emotional hit that makes a sad ending good. A noble Sacrifice means as much as "You save the World, You get the Girl."
A good ending Happy or Sad needs to be earned but it's really Rare and I can only think of a few that get it right. Dust: an Elysian Tail, Final Fantasy 6 (not a sad ending but a wonderful one that used Show not tell even with limited 16 bit technology.) and Bioshock Infinite (even though there was a lot of exposition they did show a lot of stuff and the most important moment was shown and not told). And sadly that list is woefully short.