In Breaking Bad, there is not really a “good ending” available to the characters. I guess the case scenario would be for Walt to take the Gray Matter job and pay off his treatment, and maybe patch up his marriage a bit along the way. But he’d still die, probably with a feeling that he hadn't made the best choices. Jesse, ironically, may have actually benefited from going through the series, because even if it was hell it was probably the only thing that could get him out of a business where he’d probably die young.
On the other hand…it’s so easy to see Jimmy and Kim having a happy, fulfilled, successful life together as legitimate lawyers. And they had so many chances to take that opportunity. That was a possibility for Jimmy at least until S4, and it was for Kim all the way until she drove back at the end of S6E6 so they could go through with the Howard scheme. Instead, they live separate, passionless lives for years, dealing with their traumas in equally depressing ways. The finale has a little optimism, but they’ll still never be back to what they once could have been. And they chose that for themselves, over and over again. Even if Breaking Bad has a lot of sad scenes (and I obviously love it as well), I don't think it has that sort of existentially bleak feeling to it.