That's the thing though, No More Heroes 2 actually went though with killing the guy who the revenge was targeted towards.

By actually showing the hollowness of the eventual "victory" (espcially considering the tediousness of the boss fight itself) it does a better job of showing it's "revenge is bad" message than TLOU2 basically letting Abby get off scot free compared to Ellie who lost her Girlfriend and even her last connection with Joel due to her injuries

Nhaaaaaa, no more heroes did it better.

First, because travis doesn't feel bad about killing people while keep doing it,
Second, he doesn't mixed feelings about his vengeance halfway thought, he just hates that the UAA is ruining good fights and soiling the memory of good fighters, which turns his personal vengeance into a righteous vengeance for all the assassins he killed

Third, the boss fight shows how unsatisfying vengeance is, not how pointless it is.
And not by having the character have remorse or flashback in a cut-scene, no no, this victory is important for the character (vengeance, tearing down the UAA).
The pointlessness is conveyed through the setting, at the bad boss is literally the kid of a rich guy killed in a side mission that looks like a dumb baby, have a stupid car in the first phase, a stupid super hero costume in the second one and turns into a giant inflatable dummy in the third phase.
While the cool rival literally fucking leaves because of how embarrassing the final fight is, he calls it a travesty. After so many cool bosses, it's just a chore.

The ending? a sad song that is actually a remix of the victory tune making you reflect on whenever your quest for revenge was satisfying or not. Before throwing a catchy tune because, well, it was still kinda fun, wasn't it?