The Downer Ending isn't as out-of-nowhere as you think. In the episodes about future archaeologists speculating about the artifacts from the show era, the items are always found just where they're being used in the show's present day. Almost as if the world had so little time to change that very little in Earl's house or office had moved at all when the end came...
In "Driving Miss Ethyl", Ethyl should have realized that she'd obviously be the only one in attendance at her high school reunion: she was the first dinosaur in centuries to put-off the ritual suicide in "Hurling Day" (which came before this episode), so she could continue to torment Earl. None of her classmates made this choice, it would seem.
Of course dinosaurs would celebrate Refrigerator Day instead of Christmas- They aren't making the mistake The Flintstones did of celebrating Christmas 60 million years before Jesus's birth. Literal Fridge Brilliance!
Although Ethyl says "Merry Christmas" to a police officer in "Driving Miss Ethyl". Then again, she was spouting nonsense while feigning insanity at the time.
The technology seen throughout the series closely matches modern technology, meaning that the events of "Changing Nature" pretty much set technology back millions of years, since the cavepeople weren't intelligent enough at the time to know how all the various gadgets and gizmos worked. Thus, they were forced to re-invent everything the dinosaurs had perfected. In essence, this means that had humanity been more intelligent at the time, it'd be much more advanced in the 21st Century.
With all the vegetation wiped out, the cavepeople likely relied on other creatures as their major if not only source of food. This would have included the dinosaurs.
The fact that the dinosaurs have modern-level technology makes the ending even worse. Yes, the dinosaurs have things like heaters and electric blankets to help stave off the cold...but that just means that instead of freezing to death, they get to starve to death, a much worse way to go.
It's much, much worse. All the plants are dead, so all the creatures that eat plants will die of starvation, including insects, reptiles, and mammals. All the carnivores will then run out of food and die. The dinosaurs' actions have killed every living thing on the planet, including the humans and mammals. Maybe whatever's in the oceans will live, assuming runoff from the herbicide doesn't poison the water, but that won't save the land creatures.
If the clip show episodes are any indication, the humans and other creatures that made it to the present will somehow survive and the world will recover.
Or, the humans in the clip shows convergently evolved to resemble the ones in the rest of the show, having to evolve all over again from the oceans due to the die-off.
The dinosaurs are extremely civilized, in some ways more so than modern human civilization is (for instance, dinosaurs are legally required to periodically prove their aptitude at being spouses or parents), with one huge, rather glaring exception which is never explicitly stated but permeates the entire series: it appears that murder is not a crime. Even setting aside the fact that dinosaurs regularly devour still-living and equally-sentient lesser creatures, things aren't that much better when you're a dinosaur. When it is discovered that Mr. Richfield murdered all of his daughter's boyfriends, all he gets is a slap on the wrist from her, and those aren't the only murders Richfield is known to have committed (including his own nephew, whose head he bit off—how the hell must Richfield's sibling feel about that?). A huge amount of the in-universe televised entertainment relies on Death as Comedy—Mr. Lizard, Totally Hidden Predator, Pangaea's Funniest Home Injuries, all seem to involve real dinosaurs getting killed on-camera for the amusement of the audience. Fran regularly fears for Robbie's life, and there's a very strong implication that if someone did murder Robbie, there would be nothing Fran could do about it, which is all but confirmed when Baby kills the Foreign Exchange Student and Earl and Fran have to break it to the student's parents, who simply have to accept it. This is a world where murder is perfectly legal and life is not held in very high regard. How... very disturbing.
Well, it's been mentioned in a couple of episodes that dinosaurs, while anthro'd, do eat each other, sometimes, so....
The early episodes often make it clear that the show is set in the year 60,000,003 BC. That's awfully specific. But wait... would that mean that by the end of the series, it's 60,000,000 BC precisely? Were they always intending to end the show with extinction? Heck, in the very first episode, Robbie wonders why the years run in reverse, what they're counting down to. Spooky, writers. Spooky...
"The Terrible Twos" has the plot of Baby Sinclair becoming a psychotic little troublemaker (even moreso than already) when he is two years old. What's distressing is that Ethyl makes it clear that this process is normal for dinosaurs, and the years where Robbie and Charlene were two years old were apparently so traumatic that Earl and Fran blocked them from their memories. The fridge horror doesn't end there, either, for one also can't help but wonder what Earl, Fran, Ethyl, Roy, Sid, and Monica (to name but a few) were like when they were in the terrible twos.
Oh, it gets worse! Much worse! Just imagine what a terror Mr. Richfield must have been as a two-year-old!
During Ethyl's second Near-Death Experience in "The Last Temptation of Ethyl", her husband Louie's spirit encourages her to enjoy life while she can and assures her that she'll be with him forever "soon enough." As of the final episode, it will be sooner than anyone expected, and Earl, Fran, the kids, and the whole dinosaur species will be going with her.
Even worse is the moment where Baby loudly asks if he can go to the afterlife and Fran tells him no, not for a long, long time. Yeah...