It's true that a lot of happy endings turn up in war time, but it's also true that this tends to be orchestrated by authority as propaganda. There's nothing wrong with feel-good entertainment, but when it's all that's available it would end up feeling manipulative and undermining the intended effect.

In times of stress it can also be cathartic to experience non-happy endings. They allow you to express the fear and sadness you've been feeling safely, and leave you understanding that you're not alone in suffering. Confronting your own fears is an important part of coping with a stressful situation, and pretending the worst can't possibly happen is rarely healthy.

When terrible things happen humans tend to gravitate towards bleak entertainment. King Lear was revived after WWII because when people were struggling to understand the terrible things that had happened, they searched for an interpreter. Sometimes sad and tragic endings are what we need to cope with the horrors of the world.