It's not so much that this book is sad or depressing, more that holding out hope for a shift towards a more equal society and making the kinds of changes that Piketty proposes seems...difficult.
He himself notes that changes like this tend to come in response to massive crises and, well, we're definitely developing enough of those. 
Informative, but in a way that leaves you angry at the absence of willingness to make change.
I just...the prospect of being ABLE to get super rich by exploiting others seems like a much less worthy goal than the prospect of acheiving radical equality and more equitable distribution of resources.