In urban fantasy or YA fantasy, we pretty much know at the end, the main character will triumph over evil or achieve her goal. Sure, there might be other deeper or minor goals left unrealized (therefore carrying on the series), but in some ways we know what we're getting -- the main plot/goal to be attained. We read for the ride, for the unexpected road the characters take. And maybe the bad guy does get away. It happens. But the story is usually set-up so that the MC has achieved some victory that she's been trying for throughout the story.
I like books where the heroine does triumph at the end, but I really love a book when she has to give up something, or make unthinkable choices, or makes rash decisions based on emotion -- basically, I like when a MC acts human. Fallible. I want to tell her: no, don't do it! And she doesn't listen. She doesn't always think rationally. She makes mistakes. She isn't this hard, warrior who always wins a fight and makes all the right decisions. What's the fun in that?