His lover is probably the one being unhappy and became a Hero, afterall Osamu Dazai Died on 13th June 1948 while Shizoku Ōta died on 24th November 1982.
So this might mean Osamu Dazai never returned from the otherworld, while Shizoku Ōta did, well it could also mean she didn't die in the first place and is still in japan but that would probably not as interesting in the authors and readers view.
Wait he drowned himself with Tomie Yamazaki in reality? Why change it...? That guy was three timing... no even more and did he force girls to commit suicide with him?
Tomie Yamazaki seems to have a weighty reason but Osamu Dazai? Guilt? Alcoholism? Disease? Well shouldn't analyse this too much, in the end this is after all a comedy manga and focuses not on the reality.
Tomie Yamazaki looked cute: