You feel like that because the game and story are all set up to be from your point of view. You are supposed to be Shepard. Ultimately, the person you care the most about is Shepard. Who s/he cares about are truly important to you. Shepard also cares about the bigger galaxy and can (and does for me) care about the ability of people to decide their fate and to take responsibility for it.
In 3 games, Shepard grew to realize that s/he had a big impact on changing people (as well as the galaxy) so that they could care about more than just their own immediate petty squabbles or whatever selfish thing they kept on doing. In 3 games, Shepard watched them grow, helped it happen, and was the catalyst for change amongst all the races. At least that was one way to play this game and watch the story progress. The loyalty missions in ME2 reinforced this on a more intimate scale, where it was possible to help and to see the characters grow. Every one of them grew from being some sort of outcast to becoming something so much more, and Shepard helped to do that-helped to make them decide to be better versions of themselves. That was about redemption. Shepard's redemption was obvious, but theirs was to me something special.
In ME3, it's like none of that matters. The galaxy at Shepard's insistence, finally was able to work together. In my game, the unimaginable happened; the geth and the quarian became symbiotic. That was a form of synthesis at its best because it was a mutual desire. And each was helped by it. The krogan once again worked to become one people. And so on and so forth. But in the end, so what? If you make any choice then it's like agreeing the people of the galaxy could never do anything on their own and need outside assistance. If you make some choices then the future is determined at least in part by external forces (in synthesis it's an alien kind of thing, tech, that's infused internally), so the future is not to be built by the will of the people of the galaxy and by them making better choices. If you choose destroy, well, some of the people that actually had learned a better way have to die. No matter what ending, Shepard's fate is at best stupid and not satisfying. Dying for stupid crap is at best annoying. Being left in a pile of crap with the oh so cutesy, "but Shepard's really alive" gasp for air is juvenile.
Cutesy is not rewarding for the hundreds of hours, the years, the time spent creating your favorite Shepard and then trying to make the "right" choices for you and trying to see how it impacts how it all ends. I wanted a true ending, not a "the end?" type of one. I will always see it as stupid.