What makes Majora's Mask so sad is that despite helping everyone out throughout the adventure and ultimately saving the world from cataclysm Link never actually makes it back to Hyrule and is stuck in Termina forever.

During the ending he never makes it home but this is also referred to at the start of Wind Waker where Ganon awakes and Link is missing.

I always imagined a Zelda where that Link comes back to find Hyrule vastly changed; they kinda did this with the start of Breath of the Wild though.