First ZeroAX, let me just say that I really appreciate it when I see people seriously contemplate the potential for truly affective concepts and decisions in this medium.
There's alot of talk about escapism in this thread... I'm not sure if this rejection to experience art which is "depressing" comes from a thoroughly-contemplated personal philosophy or simply from a misunderstanding of the purpose of communicating ideas in this way. The idea is not simply to "remind" the player about negative things in the world, it is to provide them with A.) a more intricate understanding of a matter, or access to more nuanced perspectives of it, and/or B.) (characteristically potent in video games), an arena in which to dynamically explore one's personal perspective on the matter, and/or (as is commonly hoped for in art) C.) provide an ultimately constructive reason for which to have subjected the audience through any negative experiences brought forward in the piece.
This last point is pervasive in most stories we're familiar with... in Little Red Riding Hood, the protagonist is eaten
specifically in order to increase the tension of young readers so that they can, in turn, experience the relief when she is saved by the Woodsman. Without that "trauma", there would be no relief to be had -- call it "reciprocity". Sometimes, we don't get relief, though. In The Boy Who Cried Wolf, in place of relief, we get a moral... it is meant to be constructive towards the audience's character, ultimately making the "depressing" story a positive experience when the moral is applied to one's own life. That is to say that those "depressing" elements aren't there just because the writer/audience likes depressing things, they're there because they ultimately lead to a good experience which is exponentially strengthened in meaning and effect by the bad experience... these bad experiences are "crucibles".
In video games, we have a feature which can really only be hinted at in other mediums... what the story (which we are integral in dynamically crafting as we play) has to say
specifically about us. Video games, if we choose to treat them as such, are a revolution of the parable... they can offer that crucible which builds our tension, then see how we... that is YOU and ME, act when faced with the wolf, for better or for worse. Are you a good little child, or are you rotten? Are the lines so easy to draw as that? What if following your morals lands you in the belly of a wolf, and being bad preserves you? How does that make you reflect on your morals? You can't fully understand yourself or your morals until they're put to the test... it is a challenge above and beyond whether or not you can dodge that fireball or not, it challenges your entire orientation towards morality or "truth" as it were. Experiences with actual value.
The ultimate meaning of Rez (although they were too damn coy about stating it), was that there is no escapism. "She is still trapped inside the system," similarly, you played a video game to escape, but you never went anywhere... you had an experience like any other, except this one happened on a television screen. Life is a constantly building, growing experience, and you never escape from it... we have experiences which challenge us, and experiences which allow us to indulge in idleness. Idleness is necessary from time to time for the sake of rejuvenation, but should we always be so quick to escape challenge? To me, it is a better use of time to challenge myself on as many levels as possible and encourage the growth of my character whenever I am able rather than seek excessive idleness. Video games, although they have traditionally not been viewed this way, have the incredible dynamic, expressive potential to actively facilitate this sort of cognitive growth, even if the physical setting (leaning back in a chair in front of a television) is comfortable.
...but no, games like that, totally don't sell.
EDIT:
In case I came off as a bit condemning to people who only desire games/art in general for the purpose of fun and escapism, I only meant to explain that there's something more rewarding to these controversial/avant games than just some sort of masochistic thrill on the part of those who enjoy them, as the posts seemed to imply.