Not all books have compelling enough messages though. I remember that the one thing that I took from Great Expectations was simply to not have them. I swear that, that book made me wish for a time machine for the sole purpose of going back in time to punch Charles Dickens. Apparently I wasn't the only one though there was such an outcry that he was actually forced to go out and write an alternate ending.
Yet, Frankenstein which you couldn't say had a "happy" ending, and that also had a message to send didn't really upset me at all.
In the end I guess it is just how it is handled that makes a difference.