Yes this is true. I wasn't expecting a happy ending either (I never finished it). But there is no rule, that you can't be the nice guy in a cyberpunk world. In the end this still is a game which is supposed to entertain the player. I think both blade runner movies are a good example of a cyberpunk story, where love and compassion is a central point to the story.

The advantage of story telling in games over movies is the decision making. The capability to influence the direction a story is headed. My point is, that I wasn't able to connect with the main character although the game was advertised as an rpg. And I know they acknowledged this flaw as they rebranded the game as action adventure.