Illusion of Gaia?
That russian roulette scene. Well, with the drinking. THAT was sort of ef'd.
Quintent is by faaaaaaar my favorite 16-bit era RPG series. Also nothing about Terranigma was ever happy either. I mean, even the minor things like how helping the world advance also kind of makes life sort of sucky for some people. Everything for everyone in that game goes from bad to worse.
Also, about Secret of Mana:
Sprite dies? I thought they just returned home to uh... wherever Sprites came from and scent you a telepathic message at the end.