Watched it this night. It is indeed a sad movie - and a good one. But not with out hope. Though the better life is in the hereafter.
It's a story about the downfall of the Soviet Union, but also about what that downfall did of the people.
And it's a story that goes straight to the heart; since what Lilja needs but does not have, is love and protection. That is how they exploit her.
I'm glad that she killed her self, because that was her best choice.