I'll begin this by saying that the Baldios movie is arguably the "true ending" of the series ala Be Invoked for Ideon. The TV series was cut short and so while its ending is a uniquely depressing one, the movie develops it far more in a horribly inevitable twist which is no less powerful for its predictability. It's very rare for a super robot show to have its heroes fail completely by the end - even Ideon and Zambot 3 have some measure of a victory in them - but Baldios certainly has that.