You know, IYAP, the first time I read it, I obsessed over it for weeks. How it could've ended differently, but I've changed my mind. Have you read 'Penance is the Play' by Maeglin Yedi? I had the same reaction; I initially hated the ending, I think because I always wanted them to be happy, with a bright future, but I don't know what's happened to me. I think it's that as a writer I have to respect when a writer accomplishes something as monumental as those two have: to write beautiful epic-length stories that end realistically, with an integrity of characterization and plot that fits the universe they've constructed. What I really hate is when one of them dies or leaves and the fic just didn't support that ending.
Boy, once I get started, I can't shut up, can I? :)
You're right; we tease, torture and crossdress them because we love them!