Your point is well taken. Perhaps I was just so disappointed in the choices they made at each step when they could've left bad enough alone and tried to make the rest of their lives worth something that I couldn't enjoy the film, in the end. As you say, Bale's character(s) could so easily have been happy if they hadn't insisted on trying to share one life and put the two women they loved through such hellish emotional ups and downs, all for the sake of what they considered success. Maybe I was most upset because I was really rooting for Jackman, but as soon as I realized (midway through the film, or earlier) that he must still be alive and was the rich nobleman offering to buy Bale's secrets, I found it harder and harder to sympathize with him. Somehow, knowing that his livelihood didn't depend on his stage career made it all the more sordid, that he should go so far for revenge and for the prestige of that final bow.
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