This just so happens to be one of the eight possible endings you can end up getting from this game. For this, there are two points of interest that you will want to pay attention to, stated below:
*** Spoiler - click to reveal ***Point #1: Battle of Fate
In Phase 3, you will end up ascending the Tower of Origin through Tower Block A to get to the Rinkernator. The fault in this is that you will have a big baddie by the name of MYU, one of the Tower's guardian units. During your first playthrough, unless you have taken the time to grind out the encounter bars and get quite a few levels in, he will be a bit of a pain, but for the Bad Ending, we want to lose to him.
Point #2: Moocheriel, first visit
When you are heading to the focal point of the Moocheriel sphere, you will be given the choice to stop Saki from singing, or to let her continue. For this ending, we want her to stop singing. This will set in motion the bad ending for the girl you have spent the most heart points on (whether it be 2:1 or a full 3). Now, you will simply need to follow the story (which takes you out of Moocheriel and through the Tower of Origin back to the Rinkernator). I do hope you brought some tissues, as it was a sad ending for me.