Final answer:
Don Quixote and Sancho Panza are sad at the end due to Quixote's disillusionment with chivalry, his defeat, and eventual death. Their well-working partnership is based on their complementary characters, and Quixote's love for Dulcinea is purely spiritual ('platonic').
Step-by-step explanation:
Don Quixote and Sancho Panza are sad at the end of their adventures for several reasons intertwined with the themes of the novel 'Don Quixote' by Miguel de Cervantes.
Throughout their journey, Quixote and Sancho encounter a series of illusions and realities that test their perceptions and beliefs.
The sadness stems largely from Don Quixote's eventual disillusionment; upon his defeat by the Knight of the White Moon, he is forced to abandon his knightly quests for a year, which leads to a transformative reflection and a renouncement of his chivalric delusions.
Returning home defeated, Quixote ultimately becomes ill and dies after regaining his sanity, mourning the loss of his idealistic pursuits.
Sancho, who has grown to love and admire Quixote's visions, is saddened by the death of his friend and the end of their camaraderie and shared dreams.