I've recently played Dark Souls 3 and it's depressing, as is Bloodborne; both games (spoilers etc) feel kinda meaningless in the end. The premise of Dark Souls 3 is that there's a cycle of light (fire) and dark, and the objective - not just for the individual instalments, but for the world as a whole - is to link the fire, so that the age of fire lasts for a little longer - but the other side, the age of dark, is inevitable (and optionally you can cause it). The world is old, every civilization has fallen and/or decayed, and there doesn't seem to be any way for it to get back to normal given how everyone's either undead or dying.

Bloodborne is a bit less hopeless, in that it feels like there's a pretty normal world outside of the game area. However, it's depressing in all three endings; spoilers again, the first ending is probably the least depressing one, where after defeating the final boss, you just kneel down in front of your guide / master (so to speak), accept your fate, and choose to forget all of the events. You just wake up in the morning as if nothing happened. In the second one, you fight and defeat your master, buuut an eldritch monstrosity that masterminded the repeating cycle comes in and eats you, turning you into the replacement of the guide. The final ending is where you defeat the eldritch monstrosity and are reborn yourself as an eldritch monstrosity, again (probably?) repeating the cycle.

No real happy endings there. It's all just bleak and meaningless.