Because it's meant to make you feel empty and disappointed. It's either the hero path or punishment and neglect for being a bad girl/boy.
I really want a proper epilogue to the evil ending, but I doubt it's ever going to happen. I now see it was never a full fledged RPG where choices matter, but a moralising story for children that's supposed to teach you that you need to behave well, stop being ambitious and settle for an ordinary and modest life.
