I think it'd be really cool to see an ending scenario where the player does so terribly during the game that they get to the end, but they still have enough to pull off a win scenario, but at a huge, huge, huge cost. I think this should be the only ending where the player characters can die during the end. It would feel good to see the level of success with which we reach the end mean something and have a scenario where we can still fix the big problem, but only if we die doing it.
But... the only way that's cool is if there are a million other ways to win the game "right". It's only cool if it's a strict, "well, at least you didn't lose..." ending.