Why is the ending so sad in the Return of the King

[Tigerlily Gamgee]

I like the way that the book ends because it really doesn't end. Tolkien leaves us with a feeling that the story is still happening. There really is no end to the story, just to the book. I am sure that many more stories could've been written, but since Tolkien (as has been said) wrote this as sort of a mythology it definitely leaves an open end of belief...
I don't think fans would've liked it if it had ended "happily ever after" - because then it would be more of a fairy tale than an epic. People remember stories more when they are left thinking about it without a closing emotion (if that makes sense), it's better when you are left feeling something rather then saying, "Well, that's it"