I know exactly what you mean. I have never been so bitterly disappointed in a TV show as I was with XF -- partly because I loved it so dearly for five years, and then came season six... augh.

I've been cautious about investing emotionally in TV shows since then. TV shows are heartless hussies that will seduce and betray you. I don't think it's a coincidence that the fandom I got into after XF was DS, which had a nicely closed canon with a happy ending.