One way to look at Hachi, since this was a true story, is to remember dogs are all creatures of habit. Hollywood naturally wants the audience to believe the dog returns to the train station every day to wait for its master who never comes. Because that is how humans can identify with the dog's loss. The likelihood is that the dog returns because he is used to doing the same routine every day, enjoys the crowd noise, is friendly with the passengers. and likely was given "treats" by those in the station. Just a neat day for dog. He becomes a mascot for everyone getting on and off the trains.
"Anthropomorphism is the attribution of human traits, emotions, or intentions to non-human entities. It is considered to be an innate tendency of human psychology." And that is why the movie works. Otherwise-no movie.
But if we believe the dog keeps coming back hoping against hope to see his returning master-then of course it is a really sad movie. Your right-not depressing-but sad.
And BTW, I am the worst when it comes to attributing human traits to my dog Pepper. So yes, Hollywood got me and that movie was indeed sad for me.
As you know Hatchiko was a real dog who lived in Japan and indeed went , with his master, to the train station every commuting day. And yes he did this for 10 years after his master died. Everyone at the station knew Hatchiko. Good movie.