Hey Foamy :) Figured I should reply since your troll gave me a shout out, lol.
The vibe I've always gone with for my current story is Grimm brother fairy tale-esque, so yes, it's not a particularly happy story. Why do I write a story that's not happy? Probably because we live in a world where not everything is happy.
I think a big part of the reason is to do with expectations. While happy stories are a great form of escapism, it's important to remember that they are escapism. If you use them to gauge expectations of your own life, you might wind up feeling like a failure, because you inevitably won't win in every scenario. So stories where the hero is flawless and always prevails do us a disservice if we take them as a formula for life.
I suppose that might be a part of the issue for your troll too - the expectation that a main character should always be flawless and aspirational. A protagonist doesn't need to be either of those things, and doesn't even need to be likeable. My characters live in magical/supernatural settings, but I try to keep their personalities and reactions realistic, for the most part. Which means they are all flawed in some way.
But you know, I explicitly say in my intro blurb on my home page that "no happy endings are guaranteed," and apparently people like your commenter still expect the story to be happy, haha. Case in point as to what I said about expectations above :)
