Elijah said: Man, Urobochi ain't kind to his ladies...
He ain't kind to his dudes, either. He's rough on everyone except assholes and people who *seem* fun right up until you have to deal with them in real life.
Rider died as he would have wished, Gilgamesh suffered nothing more than frustration, and after Kotomine embraced being evil he was having the time of his life.
Waver is the only good guy who came out relatively unscathed. Kiritsugu survived for another ten years, but in terrible pain and after having lost basically everything that ever mattered to him.
Berserker maybe got the death he felt he deserved, but his life up to that point... But then, he sort of DID deserve it, since his misery was a product of his own choices. Others don't have that kind of justice, and suffered entirely because of the choices of others. (Poor Sakura.)
While I do agree with you on that, I do find the men in the series grapple with a lot more of the emotional turmoil (except maybe Kayneth), while the women endure a ton more of the physical trauma that the story has.