I'm trying to find a word or phrase that describes the ending to a story where the outcome is generally negative and unfulfilling. At the end of these stories, the protagonist usually makes a decision (or series of decisions) that causes this ending. The problem may or may not be a moral quandary, but the result is that you're left feeling like the wrong decision was made.
Episodes of The Twilight Zone and Black Mirror often end in this way.
An example might be that the villain has done something reprehensible and the protagonist is seeking revenge. But when a situation arises where revenge can be taken, the villain tempts the protagonist with some beneficial alternative. The protagonist ends up giving in to that temptation and the villain goes unpunished.
Potential words that come to mind are Dystopian and Orwellian, but these are too far-reaching. The worlds in which these types of stories occur may be totally normal, aside from the situation that the main characters are in.
Best Answer
I would say the story had an unsatisfying ending. This gives no connotation that the story is incomplete in any official way, just that it fails to satisfy one's personal subjective sense of how it should have ended.
A google search of "unsatisfying ending" yields many results that conform to your requirements.
Here is a list of books with 'unsatisfying endings'