This depiction is infinitely better than the "I WILL CURSE YOU TILL THE DAY YOU DIE" rendition on the show, which was heartbreaking and incredibly depressing after everything they've been through

It's because it's so depressing and heartbreaking that it's meaningful. A depiction like just screams Bad End. For all of Kiritsugu's twisted ideals, there was nothing the Holy Grail could do that he can't do himself. For him to accept the wish would mean he'll take in all the evils of this world (most likely taking Angra Mainyu's place as Avenger). Not gonna happen.