This thread is about anime that started off promising but ended up failing to meet expectations to the point where they end up as disappointments for you, not anime that end terribly for the characters themselves (if it were, it'd be discussing stories that deliberately become tragedies, not stories that become tragedies by being awfully written/executed in the back half of the story). It sounds like you still enjoyed TTGL, just that you were a bit disappointed that there wasn't an absolute happy end for every leading character.
I wouldn't choose to re-watch the anime, if that applies. As you say, it's about disappointments for the individual. As a result of the incurring deaths and lack of smooches I'd say that it was ultimately disappointing in the end, but not overall. I do apologize to those of you whom I've been blunt or abrasive with. I will reserve the right to express that given the circumstances surrounding the anime Gurren Lagann it disappointed me in a certain way.
Needless to say, not all tragedies or anime based on tragedies leave me with a bad aftertaste, and one of my favorites of all time Shigurui shows the end result of tragic loss of life and limb, but was not a disappointing story or show for me. I was caught unawares I suppose, by Gurren Lagann and I didn't fully appreciate it. I'm not one to want an anime to go on forever or even end in a good way for everyone, but Gurren Lagann saw me on the way out as a kind of frienemy. As you said before, an anime that failed my expectations. When you obtain the power to free the universe from subservience, I would imagine a much better end to it than what I received.
It's bitter sweet [Gurren Lagann]. Like marching against a tower or castle and doing battle with others to obtain riches and jewels only to find that those riches were burnt to ash or melded beyond recognition and the paintings are nothing more than memories. Even though you've won the battle and even the war, each result winds with you grasping at nothing more than a handful of sand. You've fought the tyrant's armies, freed the princess and freed the people only to realize the princess is a lifeless husk and the majority of your comrades lay dead in the halls. Even through all of this, could you look upon the blood soaked battlefield strewn with the vacant expressions of the dead and dying and claim it as a victory? Simon became a proverbial king, fighting through thick and thin, but a king that sits upon a throne of sand isn't much a king at all.
Each character was left broken, and from personal psychological experience (if they were real) many of these characters would suffer the kind of mental loss as any human would. The PTSD and the terror that makes you break out in nightsweats at 0300 on an idle Tuesday, with no explanation as to why you're afraid or why you're suffering from a panic attack. Maybe I look to far into it, but moving on takes a long time. Simon lost some of his closest friends and family. He isn't a hero I envy, and the disappointment I felt for the characters was enough for me. I hope that explains it a little bit more in depth from my perspective.
Another anime that disappointed me overall was probably Gunslinger Girl. I thought it moved a little too slow at the time, and I'm willing to give it another shot. I don't even recall watching all of its episodes.