People knew going into Avengers: Endgame that beloved characters would die. Iron Man and Black Widow were the major deaths of the film (on the hero side), but some fans were pleasantly surprised to find that Captain America survives the whole movie. Of course, the shocker is that he's an old man now, but Cap still got an unexpected happy ending. Ultimately, the filmmakers decided that killing three main characters was just too depressing to handle.
More than a few fans shed tears before the credits rolled in Endgame. Both Tony Stark and Natasha sacrifice themselves so that the rest of the universe can live on, with Tony's funeral serving as arguably the most tear-jerking moment in the entire movie. By that point in the film, viewers were probably pretty emotionally drained, so imagine if on top of all of that Steve Rogers had died as well.
That's a bummer! That's just emotional abuse at that point, and the directors knew to avoid that. In an interview with Empire, Joe Russo said that killing Captain America was just a step too far in an already emotional ending.
Once you kill a beloved character like [Tony], you've got to have hope at the end of the movie in some regard, and the only person to give you that hope is the other co-lead. Had we killed both the leads, I feel like people would have been walking out into traffic after the film. The intention is not to destroy people, it's to hopefully tell a complex and dimensionalised story in a way, that makes them feel a varied range of emotion.
Of course, Cap still gets an emotional ending, just one that produces happy tears as opposed to sad ones. Steve gets to live happily after ever with Peggy Carter, and it closes his character arc in an extremely satisfying way. While he's still alive as an old man, he likely isn't showing up in the MCU again anytime soon, so his ending is still a finale.
There are lots of movies out in theaters right now, but I bet that you can still find Avengers: Endgame playing in some locations if you wanted to enjoy the film one more time. If you you've reached your fill of Marvel for awhile then for everything else in theaters, be sure to check out our 2019 movie release guide.