People in general dont like movies or stories where the bad guy wins.
People REALLY dont like when the bad guy wins in a historical re-enaction of a real event... and that goes for anything. If someone made a movie where US was conquered by Japan or Nazi Germany conquered Europe, or probably the absolute worst... where ISIS Muslims took over the United States(hell this might earn CIA agents at the producers house) people would be outraged..
You cant do crap like this and expect people not to be pissed....thats just childish
The Man in the High Castle is one of Amazon's highest rated and watched original series about Japanese and German rule over the US because the Allies lost WWII.