I think Olmos' statements are red herrings, to be honest. I remember when Carnivale was canceled (Moore was a writer/producer for that show as well,) and season 2 ended the show in a horrible, stupid, cliff-hanger manner that was almost completely devoid of hope and reason. I recall an interview I found with Moore where he was utterly pissed that the story was never given a chance to come full circle, to finish. He said that even though an ending might not be "happy" there has to be a measure of resolution to it, a reason why it all happened, a pay off of some kind. And I agree with this. Stories are never created 100% for the author--there is a mingling of an author's vision and the desire to please your audience. It doesn't have to be a perfect mix, but it should exist.
If your intention is to fuck with an audience who has remained loyal for the SOLE purpose of getting some kind of creative orgasm (and one that nobody else "gets,") then it's not a story, it's just artistic masturbation on behalf of the creator.
Many stories end in tragedy yet still satisfy: Braveheart, Gladiator, friggin Titanic (for those of us who DID like the movie!) Nobody here is really asking for happy flowers and hippy shit. We just want to feel that our time and loyalty will be rewarded in some way and that we won't be throwing things at the television set, but saying to ourselves, "wow, that was amazing."