The final scene of my story is not a happy end. It is an inevitable end. Even if I would rewrite the entire story, the end would still be the same. Is that wrong? I try to get this aspect across every time I can according to the events that happen. Will

There is nothing wrong about having an ending that isn’t happy. If that’s your ending, then that’s your ending.

As for the readers, there are two reasons readers might be upset. One is something to be concerned about, the other is not:

If readers are upset because the ending of your story did not live up to the story’s expectations, because it felt cheap, because the whole story wasn’t tied up, or because of any other reason related to the writing/story flow/etc., then you should be concerned about your ending.
If readers are upset because their favorite character died or because of some other tragedy, then don’t worry about changing your ending. If your story is great, readers might be upset about the fate of the character but they’ll still be happy about the story itself.