There must be some rule that historical yuri can only have bitter-sweet endings.
There isn’t a specific rule, but there was a common trope in yuri literature, maybe around the 1960s in Japan, where yuri stories often had to end tragically. Authors weren’t allowed, or at least weren’t encouraged, to write openly queer happy endings. My information is a bit fuzzy, but I remember watching a few video essays and reading some articles about it. If I find them, I’ll link them. :)