It's a sadness you would carry for the rest of your life with no particular desire to get rid of it.
No dramatic tension, which is why I could turn it off at that point without the slightest curiosity about what would happen next. I have no particular desire to see him get over it, and it wasn't even his story.
What? Look I've played the game so I know how the story unfolds and I'll say that story wise it's probably one of the best games in gaming history that everyone said (along with Until Dawn and RE which was kind of botched but had some moments) could be adapted to a movie easily.
That said, was the movie you were looking for really about his daughter MAYBE surviving and he MAYBE finds her and OMG the HOPE he reunites? Really!? You want ANOTHER one of those? Well go watch the thousands that exist out there.
What movies/series these days lack, are GRIT. It's not all peaches and cream in real life and "motivating a main character to find resolution to a past event." It's also about hardship, tragedy, emotional anguish... and how you cope with that and move forward or can you? It's depression, sad, unnerving, and lacks hope. The tension is will that character ever rebound? Will he/she ever be able to come to terms with their loss that we know about.
A lot of audiences these days like the happy/cheery go lucky movie "Oh he finds his daughter later! He got injured but he'll meet a woman and she'll be a scientist and be like, "DAD!?" and omgomfofmf TEARS!" It's unsettling to a lot of audiences to watch someone go through what the character of Joel did, especially in an apocalyptic event where there's little hope anyway.
What the game (and series SO FAR) did VERY well is showing Joel's impact by that TWENTY YEARS LATER. There's very little to live for, he has a 'girlfriend' which he's hardly fully emotionally invested in (there's investment there for sure, but it's guarded), he wants to find his brother I think it is... that's all he has left. He drinks, takes drugs, smuggles, etc.
You say: "Without the slightest curiosity about what would happen next." So a father (maybe you've never been one but neither have I) loses his daughter in that fashion... and you don't wonder what will happen next to the main character? You just... EVERYTHING for you was so centered around that daughter... once the daughter was dead just no other character or interaction mattered. NOTHING else but the daughter/father mattered... there's no other characters we can meet or witness the character development of Joel?
I in no way mean offense, but maybe you just enjoy different types of movies. You want Joel to Schwarzeneggar up guns/ammo and murder everything at that point, or you wanted her to get the (?) survive and have the cheeseball scene I described above. Hey to each their own.