Was it ridiculous in the first two games?
ME1 - You gotta lose the Destiny Ascension + Council, or several significant Alliance ships. Can't just pwn Sovereign without a cost.
ME2 - You gotta, at minimum, lose the colonists that you've pursued since at least Horizon. While you can Hold the Line for your henchmen and crew, the colonists are the ones you Lost, that you must Fight for.
So no, Shepard has never had a 'clear win'.
No matter what, the story forces:
-a few major character deaths
-a few very morally (at least) ambiguous actions
-the feeling that you haven't fully won*
*In ME1 it was that you only stalled the Reapers by an unknown amount of time, having lost people and assets in the process.
In ME2 it was that you only put on a struggle against the Reapers without achieving must substantial against them (which Harbinger gloats over), and even the Arrival events stall things by just several months
Did ME1 still have a victory? Yes, you destroy Sovereign and push back the Reapers' advance.
Did ME2 still have a victory? Yes, you destroyed the Human Reaper (meaning another one starts at square one), and you/others may push back the Reapers' advance.
Did ME3 still have a victory? *Yes*. You destroy all Reapers. You can do that. It's there.
All these victories came at costs. It's just that ME1's mandatory costs were done at a distance (Shepard just suggesting something on comms), while ME2's mandatory costs were personal but external (being unable to reach the colonists in time).. but ME3's mandatory costs were personal and internal (Shepard making a clear choice to do something like destroy all Geth and EDI and maybe himself).
ME3 was a leap forward in some things, where ME2 was a more relatively measured step forward. Shepard was always on this road imo, but the Crucible stuff seemed set like it was in a sort of ME4+, instead of what most of ME3 felt like.