Harry is someone who feels a tremendous amount of guilt over being alive. He has never gotten over the fact that his parents died for him. His mother would still be alive if she stepped aside. And through the years, numerous people have risked their lives for him. And even when they don't risk their life for him, like with the people who fought Voldemort and died, if they're close to him, he will still feel guilt.
He's an intriguing character and as much as I dislike him, I don't think there's anything wrong with you if you like him. He's a gray character so it makes sense for the fandom to be divided.
And yes, while it is revealed that Sirius Black was innocent, this is the first book with no real happy ending. There is no justice. And even when Sirius Black, the supposed murderer escapes, the minister for magic is more concerned over his reputation than the risk to his people.