Personal take on the story: The story is about feeling like someone else than you are, showing it here as transsexuality. The Man you play as in the beginning is the wish of who the main character wants to be, someone who can "fly to the moon", so to speak, someone who can do everything they want to. The negative comments to this are people that are trying to make the character accept reality, which she does in the ending.
I wouldn't call it a "sad" ending, so to speak, but rather an ending set in reality, an ending in which the main character can truly accept who she is, and work from there to go even further, not having to rely on delusions anymore.
Okay, so I see how some people look at Compromise as the "best" ending, but that's absolutely not what this game is about. The game's meaning is to tell you that you, and only you, can personally put your priorities, and that no choice is right or wrong. No matter what, you can never have everything, so you have to settle for what you want the most.
This is absolutely a wonderful game, and if I rediscover it in a few years, no memory of it, I know that I'll enjoy it exactly as much as I did this time around.