L'Avventura isn't a personal favorite for me either. Movies about the empty lives of snotty rich Europeans don't really resonate with me.
I find Josey Wales much less depressing than you do. In fact it's less depressing than most other '70s westerns, with its community-of-misfits in the Stagecoach tradition, updated to include Indians.
And as far as depressing Peckinpah movies, I find Pat Garrett and Billy the Kid more depressing than The Wild Bunch
Did you retroactively catch that The Unforgiven parodies the scene at the beginning where Josey practices with his six-gun?
Btw, did you notice that it's only rated PG?