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In this story, three kids are going through a wild area, I believe mountainous, in order to find a thing/being that grants wishes. There are two boys and a girl. The older boy is depressed and upset, and doesn't say what his wish would be. The girl says she wants to know what is going on at all times, what is really happening, or something like that. The younger boy seems slightly immature or less intelligent and says he just wants to be happy.
They find the thing/being and everyone gets their wish. Two kids walk home through the mountainous area. The girl is really sad (she felt close to the older boy) but the younger boy doesn't understand why when it's such a beautiful day. The end.
(The implication is that the older boy wished he was never born, and so he wasn't, but the girl knows "what's going on" so she remembers him, but the younger boy doesn't.)
For some reason my mind thinks this is David Brin. I read it within the last ten years. It might have been in a "best-of-the-year" type anthology, or another anthology.