Would that make him a True Ancestor Spiderman? Born into it instead of changed into it? (I've heard True Ancestor used in that way about extremely-powerful vampires.)
You might as well read the manga, the anime actually follows it pretty closely. It does have its sad moments- I mean, that's baked into the premise, of an immortal elf realizing she's been wasting the time she's been spending with her short-lived friends and never actually getting to know them- but it has happy moments as well. There's also some really neat stuff implied that I will be interested to see covered by the next season of the anime.
It's heavily implied if not outright stated that Himmel and company were not supposed to beat the Demon Lord. Himmel's Holy Sword was a replica, not the real thing. He was a hero, but not the Hero. They made up for this by being the party that cleared more dungeons than any other adventurer party in history, because Himmel wanted them to have fun and explore on their journey; this meant, essentially, that they showed up to the fight all level 99 with max stats and a sack full of Elixirs.
You should watch the Konosuba S3 OVA. One of the two episodes in it has a similar premis. It's on Crunchyroll and the full range other non-reputable sites.