That is true. But the protagonist does often manage to get out of it, such as Little Red Riding Hood and others. Not saying they ended happily ever after, but they also didn’t tend to end: and everyone died, or the love of their life died, or than they were forever sad. Which I feel like a lot of Japanese ones kinda imply or even states.
I also remember folk lore tales from my childhood, and whether they were sanitized for children or Swedish ones just tend to let the hero escape without serious heartbreak, well, I’d have to look into them as an adult to know. Although I know we have many mythological creatures that are mostly about killing people or making them insane, so…
But even outside fairytales and such I’ve found a certain fondness for sad stories among Japanese stories, which is not my cup of tea.
(Obviously not everything, but stories I was handed in Japanese class in Japan, or writing assignments I was asked for, often had a focus on sad and/or negative experiences.)