That's not true at all. They did not all die in the end. Some characters died before the series really began, some died on the Island, off the Island etc. Some died beyond the scope of the series. But they most certainly weren't dead the whole time. Those who left the Island by plane lived for many (or few) years after the series ended. The two left behind lived for many years. The series just wrapped up when everyone from the past/present and future had died and were gathered together.