But this is, once again, my own subjective opinion and theory. I don't even think there's anything inherently wrong with cosmic good! In general, I wish media would be more willing to take a stand when they choose to display violent acts on television.
I leave LotR feeling terrible pain, loss, and sadness: the main protagonists are forced into exile to another world (planet), Valinor; they can never come back; the fate of the mortal ones (Bilbo, Frodo) will forever remain unknown, they have to forever part with their friends and family, and Middleearth remains behind bereft of elves, their beauty, grace, and intellect. How this is a satisfactory story I am incapable of fathoming, not because any one side won, but because the ending raises even more questions than it answers.
Gandalf being sent back ("I was sent back") is an act of keeping the events in balance, not Eru intervening so that good would win, because in the end, even with him doing as much as he did, everybody loses. Gandalf knew this full well, and that is why he did not want to go to Middleearth. He was afraid. He did not want to go stop Sauron. Manwe ordered him and the other four Istari to go anyway and the other Valar backed him up in his decision.
Even if you take the position that Eru intervened, there is always that moment when Eru Illuvatar tells Melkor "know that nothing you do will ever be without my will and intent of you doing it".
There is no such thing in either the Silmarillion or the Lord of the Rings: in the Silmarillion, Melkor is taken beyond into a different dimension, yet there is so much damage that this is hardly more than partial damage control; and stopping The Enemy causes an even greater tragedy, that of everything wrought with the Three Rings to fail and fade, resulting in elves having to once again leave Middleearth, that place where they awoke and hold so dear. Hardly can this be called "good versus evil" or either side winning, and if so, it's a phyrric victory for both. Nobody wins in the end; the inevitable is just prolonged yet again through the rise of men at the expense of everyone else. The way Melkor set the stage, Ainur played it, and Sauron finished it, there could never be any victor, good or evil. It was a perfectly balanced system. It was never about Black-White and especially it isn't about good winning in the end, since the victory causes even more tragedy.