I agree that since the GTA IV era pretty much every character is about to hit rock-bottom and needs the help of the protagonist. And in the end you get some money but that's it...The endings to Lost and Damned, GTA IV, and Ballad of Gay Tony are not rewarding at all. You go through all this crap to end up with nothing. The protagonists pretty much hit rock bottom as the rest of the characters in the game. In GTA IV the most anti-moralistic character would be Louise Lopez. But even then after completing the game you feel like his character hasn't really developed and the story does not feel complete.
I miss the GTA 3 era in which most characters did things to get to the top, and not just survive. The endings just felt rewarding. Tommy worked for people who really helped him advance, and made some friends along the way like Colonel Cortez, Avery Carrington, etc, and in the end took over the city. Claude did not care about anyone and anything except money and revenge, CJ worked with Wu Zi and owned most of San Andreas in the end. Tony Cipriani got promoted to capo in LCS. Hell even Vic's story in VCS didn't feel as depressing as GTA IV.
I liked the original idea of "climbing the criminal ladder" from the GTA 3 era instead of the "going from rags to better rags" theme in the GTA IV era.