>But their tactic of going all cute and fluffy at the beginning, then angsty at the end, is emotionally more efficient than going angsty all the way.

No, that's not it. You can do this - Narutaru and Alien 9 do, to great effect - but that's not what's happening here. You have to make people care about characters from the start for this to work, and being cute and fluffy doesn't accomplish that - it just makes you turn your brain off and enjoy the fluff. And when it turns to angst it will be entirely unsatisfying because you really don't have any emotional attachment to it.

And yes, >>11, Trigun is an excellent example.