Yes, I remember that book I think. I dislike sad endings but always get into conflict with myself when I experience/read a sad ending as it is not like one can unhear it?

The most upsetting book I've ever read in my life is I Am The Cheese by Robert Cormier. It's about therapy and trusting one's therapist. I still debate with myself whether I would have rather not read that book if I were given the choice (or, actually, if I could zap the book out of existance completely so it didn't exist to be read) or whether the horrible experience was "better" to have.