Sad Boss Music

It's good and more games should have it. In fact, I was thinking on it, and I don't think a single FF has it.

But what games do?

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This is probably the best boss theme in Chrono Cross.

And while that isn't exactly the highest praise, Xenosaga has tons of great battle music yet this still stands out among the rest:
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(if you are going to embed your choices, please spoiler tag them)

EDIT:

Also I just remembered Aerith's Theme plays during the Jenova-LIFE boss. Dunno if that counts but it's there.

Conflict of Dragons from Breath of Fire III. Anyone who got to this part usually felt their heart tugging just a bit because of how well this reunion went.

Conflict of Dragons

Not a traditional Boss fight, and technically this theme plays elsewhere, so it's more like the Aerith scenarion but still a powerful scene if you go all the way to the end of Suikoden II.

Reminiscence

The grand finale of the Bloodborne DLC. In truth, I never realized how peaceful and full of melancholy this track is (well the first half anyway before Phase 2 kicks in) but that might be due to not being able to hear it over the sounds of the boss screaming at you why you are screaming to your self "OH smurf MUFFINS! I'M BEING RAPED WITH AN ELDRITCH PLACENTA!!!" It's that kind of a game.

Orphan of Kos

Another from Bloodborne, but from the main game. This is definitely the theme of a boss who has seen things and considering the lore of the game, this fight is more of a mercy kill than anything... if the boss would let you get an opening.

The First Hunter

Another Aerith theme scenario, but it actually does play during the two times you fight him. Though whether this counts as an actual "sad" song is up for debate.

The One Who is Torn Apart

Final Fantasy has Aerith's Theme during Jenova LIFE, but that's not actual boss music. Same for Roxas' Theme, which was the second example I thought of after Prisoners of Fate.

Song of Ancients FATE from NIER.

The song that plays at the end of the job quest lines in FFXIV.

Final boss of Ar Tenoco 2.

I'm not sure if I'd call these sad overall, but they have sad parts, overall they still get me in the feels and they're the closest thing I could think of :p

First, Atelier Ayesha's final boss theme, MARIA
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Then (parts of) the final boss themes of all three Ar Tonelico games
Ar Tonelico 1 final boss theme: Harmonius
Ar Tonelico 2 final boss final phase: Sublimation ~ Omness chs ciel sos infel
Ar Tonelico 3 final boss final phase: Ec Tisia

Heartfelt cry from Persona 3 FEShttps://www.youtube.com/watch?v=TIFrjEayqKc
Especially considering what is going on when you hear this theme.