Annie Proulx, author of "Brokeback Mountain" and other notable fiction, often receives messages from fans suggesting alternate endings to the story of Ennis Del Mar and Jack Twist. According to Proulx, these readers don't get the point of the story when they suggest happy endings for the ill-fated pair. The writer implies that fiction is a way of paying attention to something--and the writer is the one who gets to choose what that something is. In a carefully shaped story, the writer asks us to attend to something pretty much from start to finish.
[See, for example, in "Cathedral" by Raymond Carver, how even in the first few lines we are asked to think about what is at stake for a person who is closed off from people who seem different from himself. That question remains the question of the story all the way to the final lines.]
Proulx says that her story is not about Jack and Ennis, but instead it is about a culture of homophobia. If it were meant to be a love story, then the alternate endings sent in by fans might be good alternatives to the ending as published in the New Yorker. But if the story is about the repression and violence of homophobia, well, then it probably won't end like an episode of "The Love Boat."