It's nothing that paralyzes you, it's an innocent story that just has a sad ending
It's not the world sucks now there is no happiness everything is a lie kind of story, just a story without a happily ever after
And I don't think it's fair in any way to compare this to sewage water, this isn't detrimental/toxic to mental health as sewage water is for physical health
I can somewhat guess what this story was about and I think causing unecessary grief without relief is a bad thing in itself. Every writer treats this differently, but tragedy without a glimmer of hope is pointless to me.
Somehow I doubt that reading depressing things helps depressed people.
Considering that I am a depressed person--I've lived with chronic depression/bipolar II for over 30 years--and seeing/listening to sad things can often help, I would say that this is inaccurate. Consuming things that are sad seem to help by virtue of giving me something to "actually be sad about", rather than just the never-ending blah of depression that is my life.
Well you know best what works for you of course. It does sound like you just need a distraction though, no matter what emotion it is about. At least that's what most depressed people I know do.
Naturally fiction should provoke all emotions, including sadness. But without a pay off or relief the consequence is just feeling shitty.