Oh, I totally get that. I remember reading both when I was very young and found Narnia more accessible because of the happy endings it provided. I think what bothered me as I got older was, again, Lewis' handling of the themes: denying Susan entrance to Narnia because she grew up (condemnation of sex, which is a very human thing, has never sat well with me in religious contexts), and ultimately killing the children at the very end. As if death were supposed to be better than life, when they could have Done Good in the world with what they'd learned from their adventures, as Pullman proposed. In a way, HDM is the more real series -- it embraces human frailties and flaws and does not embrace any certainty of happy endings and does not answer all the questions it asked. In a way, I always found it more true to life.