dark souls conveys a unique feeling of sadness

@PraiseTheFrom Absolutely.

DS3 did such a great job of showing a hollow world after the flame had been lit too many times. All of the places in 1 that were still magnificent were not ruins, shadows of their former selves.

Dark Souls gives the feeling of going to the home of a loved one after they had passed away

You forgot one

See the errors extending the fire. The sorrow of forcing the world to remain halted. They could have been welcomed into the age of dark as the abyss was never evil to begin with, dark has only gotten desperate as time passes from its rightful cycle. They could have been with us.

its a feeling of loneliness that pierces your very soul

That's why a Dark Souls 4 will never happen, it was a full circle story, what once was now is just rubble and ruins, that's the message/lesson, a fourth game would be redundant

Do I have to feel sad for them?

Seeing these in my drak souls 3 playthrough really had me saying "Damn its really ending."