While Final Fantasy can (and often does) touch heavy subject matter, it has never been grimdark. There is always hope and a happy ending waiting for the protagonists, even if it takes a ton of effort and there's no guarantee said happy ending will last. Grimdark is typically given a "the world is shit, nothing you can do will improve it, just try to survive" feel.
... which I can't objectively speak to, but XIV has never felt that way. A Realm Reborn has being instrumental in saving Eorzea from Garlean conquest, later repelling primal threats while working with Alphinaud to build a non-political military force that can act freely. That goes south due to Teledji, but after that it's been nothing but up - we expose the lies behind and stop the perpetuation of the Dragonsong War, liberate Doma and Ala Mhigo from Imperial oppression, and drag the First back from the brink - saving the Source in the process. Endwalker sees it climax with us saving not just Etheriys but the universe not only from a premature heat death but from Meteion hoarding souls in Ultima Thule so new life outside Etheirys could instantiate once more.
That's not to say the story has no grim or dark moments, but tonally it's never gone there. Costs are paid but hope lives on.