I vastly prefer settings of hope over despair.
A setting of despair makes me despair. Like literally. It actually makes me think depressive thoughts more, inclines me to be a less-good person to the people around me, and heightens existing mental health concerns. A setting of hope doesn't do that.
I still, of course, prefer grounded settings. That means, for example, the game that I run has plenty of dark things in it. Organized crime, severe social inequality/injustice, violence, slavery practiced in the shadows, assassin-cults and crazed fanatics and Lovecraftian rituals, bigotry. But it is very much predicated on the idea that if people stand up for what is good and right, then things can in fact get better.
Heroes are only one part of that equation--and, arguably, not the most important part. For real change to occur, you need people to choose change. That's not an easy thing to do....but it's at least a little bit easier when you have worthy role-models to follow, when you can see the impact of good deeds, when you personally know that someone doing the right thing for the right reasons at the right time actually did make YOUR life better. When it's not some airy-fairy dream, not some far-off vision, not some pronouncement from on high, not a philosophical claim. It's a living, breathing person, that you yourself saw doing good for others.
The heroes are just a guiding star. A useful sign. A guiding star shines regardless, and cannot make the world it shines upon all that much brighter. It's the people who find their way home that light the candles, or the lamp-posts, or the signal-fires.
A setting of hope says that, if the heroes contribute, it becomes part of getting--or keeping--things in good shape.
A setting of despair tries to sell us the lie that nothing can change, so there's no point in trying--or the insubstantial claim that there is some special nobility for doing the right thing when you're guaranteed to fail.
A setting of hope isn't saccharine. It's realistic. Because it turns out, yes, things do sometimes get better, and not just that, but good people working for good causes over time do in fact change things.
500 years ago, folks thought nothing of enslaving their fellow humans--and most laws expressly permitted it. Now? It's a crime, an unthinkable sin for many, and broadly used as a symbol of immense cruelty. That is a real, objective change. Something got better. It didn't just spontaneously do so, and it's not like anyone slew the concept of slavery--but things really did get better, because folks labored for it. People chose to make a difference, and a few of those people were particularly noteworthy when doing so.