Instead of observing the message of the show, I feel as though many people are upset with the ending just because it did not match their idealistic fairy tale conclusion lol. Of course, Jisoo and SM getting together would have been a delightful finish but if you want to watch a series -> cue in the more cringy romantic comedies like Whats Wrong with Secretary Kim, Touch Your Heart etc.
The show was trying to explore a much more sinister side of emotions and often irreversible effects of trauma. Whilst LA and JI both suffered terrible experiences, I think being locked up 9 years since birth has considerable larger effects on your long-term mental health. Also LA and JI have met and let in lovely people in their lives - JI became best friends with the guy from school and Jisoo whilst LA has a lovely affectionate aunt. SM has much more physiological issues to deal with, such as compartmentalising that your dad is an absolute pyscho.
Jisoo's death was not pointless - it showed the impossibility of dealing with loss when you have already lost so much. She sacrificed herself to safe SM but her death also catalysed and strengthened SM's pessimistic view on life which he explains to his mum on the balcony in the 15th episode. The premise that we can become better people and change is of course an enticing thought. But what if you are a good person but evil and cruelty in life follows you at every corner? what if you are emotionally so tortured that even the kindest people turn to violence?
On the other hand JI and LA have lost their parents but they have the memory of their lovely parents whilst LA has the hope and belief that her dad is innocent. It is why LA's ability to read memories ties so well with the whole drama. The memories tie down so much of Lee Ahn. His ability to read other people's memories makes him understand what sympathy, what makes a person truly evil etc. For LA the public's memory of her dad as a criminal, gives her the resolve to keep on fighting.
Finally SM did not have any of that. He had no option out (his dad continued stalking him) and he had an extremely messed up childhood. The only one thing that made him a good person was his mum. The only option he saw was murder to safe his mum. It is a tragic story but realistic story. In life you do not always get happy endings.