The first season of Hai to Gensou no Grimgar gets us to the end of the 2nd light novel volume. There are currently 8 light novel volumes published and more still in the works. The idea that this is a good stopping point for the series is absurd.
For starters, there's still no overall explanation of what's going on in the world of Grimgar. Why are there so many monsters? Why are the humans seemingly at war with them all? Is there any overall political body coordinating any of this?
Next off, we have the mystery of how these humans from Earth even got here. Is it a virtual reality game? An alien abduction? Divine intervention? Why were their memories of their past wiped before they got here?
Third, we have a lot of potential romances brewing but none who have actually gotten together. A true ending would have the people living happily ever after with marriage and children, and we haven't reached that point yet.
Luckily, the third volume of Grimgar is almost done being translated by Nanodesu, so we can learn a little more about this franchise than where the anime left us. But 3/8 isn't much different from 2/8. Without an anime season, I doubt we'll ever see the later sections of this story, and anime is so much better than light novels anyway. The only thing holding back this show's quality, the reason why it's still ranked so low despite having such wonderful art, animation, setting, plot and characters, is that the anime is incomplete and a mere 12 episodes in length. Correct the stuntedness, and the sky's the limit for this show. There don't seem to be any innate defects in the show whatsoever.
Dimension W is another story. I have no idea if the anime is canon. The translated portion of the manga only covers up to volume 4 so far, which the anime covered by episode five. There are ten volumes published so far. At that rate, it would be easy for the anime to have covered all the manga that's been written so far, if that's what they chose to do. It's also possible that they just made up their own story at the end like Joukamachi no Dandelion did. Without a translation, we're just totally in the dark over here about what's real and what's not. But it doesn't matter, because we got a cool ending that tied up all the loose ends well enough as is. Perhaps, if Dimension W's manga ends, and it has a lot of juicy cool stuff after what we've already seen, I'll start begging for a sequel to it then. But for now I think this is a satisfactory ending and I don't need to engage any further with it.
I love the political speech Katja Waldheim gives in the final episode of Schwarzesmarken, condemning totalitarianism. Theodor gives a simple speech himself on the issue: "We aren't robots!" If Schwarzesmarken were simply judged on its portrayal of communism, it would be given a 10/10. However, the romance portions just didn't gel, the mecha combat was uninspired, and a lot of characters felt like shallow extras. It's an archetypical good show that still falls short of greatness. Better luck next time, Muv-Luv.