I don't think they felt able to push it too far. How much of the tragedy would audiences accept? The movies have a very quiet ending, & there is a sense of loss. I suspect many movie goers were quite 'shocked' by the ending - most of them were probably expecting a Return of the Jedi type celebration complete with fireworks.
I can't help wondering what the reaction will be once people have seen the extended editions & know that
that's it. When there's no more to await maybe something else will hit those who know only the movies - not the sense of enduring
evil, but the sense of enduring
loss - & perhaps that will affect them much more. Isn't eternal loss harder to ive with than enduring evil?
You could try here:
http://www.lordoftheringsresearch.net/ for info on movie goers reactions to the films.