Is it messed up for a horror game to have a bad ending?

Go on..

Too vague... :(

Silent Hill (at least the first 2 ) have a bunch of "bad" endiongs.
And if "Bad Ends" were not kind of an accepted thing then a good deal of horror films, novels etc would have be re-written.
Look at "Frankenstein" the novel or "King Kong" -the movie or (as I used in the first example) the "water" ending in Silent Hill2.
(not saying more as some people haven't played)

• Oh ya, and Shakespeare.

I actually prefer horror to have a negative ending. Happy endings are too cliche.

Well there are several endings, just get the one that suits you.

i see thanks :)