I think it depends. I will never get over having read A Place of Greater Safety, and it'll always be why I now know French and have a lasting interest in the Revolution, but that one, what happened is not only real but even unimaginably worse knowing more of the history. I know it might seem obvious to have been expecting it but I really wasn't, either. It also personally connected with me (disabled) because Mantel drew on her experience with health issues and how they're part of the historical personages experiences too.

Purely fictional sad endings, especially if you have a sense of unfairness about it, it might come back to you when you think about it but I haven't really had that feeling last more than a few days. Keep doing other things.