Masaya's situation at the start of the story is quite a pitiful Downer Beginning. Parental Abandonment for the shallowest reason possible (namely, being sold out by his own father in order to remove his own debts), being hunted down by Yakuza goons working for an Evil Debt Collector, and practically broke and on the run. It's a real miracle that he didn't snap under all that hardship.
His backstory is even worse. His father was already a despicable Con Man when he was a kid, and his mom was forced to leave her only son behind when he still worried about the fate of his now-divorced father. As he got older, his father still refused to get a real job, so he was forced to work the occasional odd job in order to meet their daily needs. As we know from the prologue, his concern for his father was All for Nothing.
Rise's route:
Chapter 25: Following Masaya's near-fatal stabbing, Rise, who by now has fallen completely in love with him, is in a very bad Heroic BSoD. Prior to this, despite having managed to convince her mother to have a Heel Realization, she has since been arrested after turning herself in, and her boyfriend is in a critical condition in the hospital. And this was just a few weeks after her grandmother was also near-fatally stabbed. If it weren't for the White Lily Society and the Red Rose Society coming to her to snap her out of it, Rise definitely would have crossed the Despair Event Horizon, having nearly lost everyone she's cared about.
W Happiness
All the after-story routes in W Happiness have the White Lily Society losing the Grande Vote, thus meaning Masaya has to leave Vincennes. It's bitter in the sense that he won't be able to see his friends for at least a year. The only saving grace is that he's now together with one of the girls he's chosen to date. The music and scenery shown during the graduation ceremony help to highlight just how much of a Bittersweet Ending these routes are.
Marika's backstory, once you play her route in W Happiness, is really saddening. It turns out that not only her mother, but even her father, died when she was really young. This left her grandmother to be her sole guardian. Because of this, she came to see her grandmother in a really high position. When Masaya enters the picture, and her grandmother forces her to do something that contradicts everything that's been taught to her, she ends up with a Conflicting Loyalty that almost breaks her.
At the end of the first chapter of Tamie's route, just as Masaya and Tamie start to realize that they like one another as more than just friends, disaster strikes when a sign, blown free by a typhoon-force wind, hits her in the head and leaves her unconscious. That's already tragic enough given that they're already close to one another, but it becomes heartbreaking when he finds out that she doesn't recognize him anymore thanks to her getting amnesia from the concussion. Sure, it turns out that it's easily curable, but those last few seconds of the first chapter, and Masaya's words, are devastating to read. It's clear that deep inside, he was emotionally hurt, and felt that this whole mess was his doing.
Of the after-story route endings, Tamie's is arguably the saddest. Compared to the other endings where the White Lily Society loses and Masaya is forced out of Vincennes, the other four at least had the girls' parents and relatives helping him adjust back to life outside of Vincennes, such as helping him to pay for living expenses or offering him jobs on the side. Not so much here, where Tamie's parents, while liking Masaya, are comparatively less well-off, so Masaya is more-or-less forced to get by on his own with his remaining lottery winnings, with only Tamie herself being able to help him adjust.
