Most game developers are comfortable with just giving players a generic Game Over screen to inform them that they lost. However, some particularly cruel game developers aren't satisfied with just telling them how badly they lost -- they have to show that the player failed them through an alternate Downer Ending in which players are forced to endure the terrible fate that awaits the characters they were supposed to be helping. They didn't just get a Game Over where they can reload and everything's fine - they FAILED. They failed and now they will live just long enough to see the Big Bad claim victory and to see the END OF THEIR CIVILIZATION. This has the effect of getting players so upset that they are inclined to Set Right What Once Went Wrong and retry the game.