From the very beginning of Ethan Frome we know that Starkfield (the novella's fictional Massachusetts town) is the land of broken dreams, lost hopes, and empty plans. As the tragic story unfolds, we are gripped with the feeling that it didn't have to happen this way. Ethan Frome could have had the life he dreamed of, a life of education, love, and polite company. Unfortunately, everything from the weather, to the people around him, to Ethan's lack of drive keeps him from realizing his dreams. In the end, some of Ethan's wishes do come true, but only in a dark and twisted form. The novel's author, Edith Wharton, is hard on this character, perhaps in an attempt to remind us that in her book, you follow your dreams, or else.
Ethan doesn't get anything he wants because he is afraid to take risks.
Ethan's love for Mattie is so deep that he would rather be with her as they are at the end of the novel, than not at all. As such, Ethan at least got something that he wanted.