I played the DRK quest line, but don't quite remember it to be depressing...? Maybe its in the eye of the beholder.
Shards, as far as we know are just different versions of the original planet split into 14 different versions. Right now, its not confirmed if Hydaelyn split the whole universe or just one planet... but I tend to think its the latter, as we've yet to see any multiples of alien entities (like Omega or the dragons) on other shards.
In Nier its
kind of implied that each parallel ending is its own reality, and given that there is no explanation provided (as far as I know of?) I think of it as a proper multiverse (Automata ending D & E I think supports the theory?).
Calamities are... weird. They are set to be global disasters, many as world ending events, yet sentient life recovered 7 times already. The 7th was little more than a mild discomfort on the global scale. It's the reason why I still have my doubts about the message behind the Exarch and the 8th Calamity being bad enough to time travel instead of recover.
Nier on the other hand went balls deep with
the one EK class event they had. Took a good thousand years for the last human to die, but they did, and only the broken remains of their creations lived on in a miserable cycle for a good 9000 years just before Automata. Optimism is in very short supply and usually measured in low, personal doses.
Nier revels in its depressing nihilism / existentialism / absurdism.
People still argue which.
I love both franchises and stories, but the message and tone is quite different I think, and I'm not sure they mix particularly well.