Through the play "Pygmalion" ,though indicated as a romance in five acts, Bernard Shaw indeed wants to brake out the myth people have about "live happily forever". Shaw points out the real problem people have to deal with in real life. Romance won't happen when class difference and living difficulties are persist.
Shaw shows a very strong will to break the myth of happy endings that, though leaving a open ending at the end of act five, he goes on describing in the afterword the difficulty the young couple have went though. It was so realistically told, the flower shop closed in their bad management, their having class in the polytechnic school..., Shaw leave no room at all for readers to keep the romance in their imagination.
Shaw being one of 20th century's great writers and thinkers, we cannot expect to find a prince and princess's romance in his work. He talks about class difference, the material society and people's ignorance. He wants to remind people the truth of life. He simplly leave the romantic thing for those commercial films and mass media to fulfil people's need for dreaming and imagination.