It's nice to see on a one-shot story, but when it comes to a bigger, continuing universe with sequels and the whatnot, invalidating the conclusion you've reached is quite a funny, not necessarily nice feeling.
Dammit, the 90 hours I spent as Hamuko from Persona 3 Portable were all canon! ALL CANON! SHE LIVES IN MY HEEEAAART!
Of course, not every story-driven game has to be like Telltale Games or The Secret World, where instead of changing an outcome, it changes your journey towards it. I sure want more of them, though.
Edit: I like bad ends. They can be entertaining. Ever looked forward to catching this screen?
Case-by-case basis, I guess.
