There are in fact a number of works that, with hindsight, I never would have read if I had known how dark they were. But I plugged through them.
I couldn't bear to stop and leave the characters where they were. I needed to get to the end and have the story resolve. Even a horrible ending would be better than not knowing.
Some readers, I hear, can just skip to the ending and just read that. I never manage to get detached enough to think of doing that. Besides, I'm not sure it would work. I wouldn't see the path between how they ended up and where I had last seen them.