Most, if not all of the PMD games have sad endings. I've almost cried at the PMD: Gates to Infinity ending.
PMD:EOS will do that to ya. still makes me cry whenever i play it, actually. its a great game, and the postgame is better the Rescue Team's.
Man, the ESRB is wack. UNDERTALE is rated E10 and deals with suicide, murder, disturbing imagery/scenarios, and depression. Yet DELTARUNE, which is far tamer, gets a T rating. Clearly there is a lack of attention being done here.