Dark fantasy does not mean unhappy end. That's just an unhappy end. It's the universe. Like Berserk. Guts is still struggling, all things considered. Are you going to say Berserk is not dark fantasy because some people managed to live? And if you haven't read Berserk, then oh well. But it's my counter to your argument.
XIV is colorful on the surface only, until you get to the Ul'dah child slave plots and literally every Calamity. Eorzea isn't a fantasy wonderland. Fantasy, yes. But at any moment you could contract the Green Rot, get murked by a voidsent, or get got because the government turned a blind eye over injustice.
And don't get me STARTED on Sastasha. Hooo boy.
I also recommend a reading of the lore books. Because this world is honestly Hell. (t-thanks ascians)