I have to admit, my problem with it was not so much that the ending is sad (I kind of expected that going in) but that Shepard loses all agency and the choice she makes doesn't matter. That choice doesn't mean anything because there's no way to learn what each option actually does until you take it and see the ending, so from Shepard's perspective it's literally a wild-assed guess. Even after making the choice you're not really fighting or winning anything; you're having a heart to heart with Anderson while the Catalyst does it all.

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Authors of our fates
Orchestrate our fall from grace
Poorest players on the stage
Our defiance drives us straight to the edge