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According to many news articles, the crash of the Falcon 9 during landing on 1/10/2015 was due to running out of hydraulic fluid for the steerable hypersonic grid fins. This was seemingly confirmed the Musk's tweet "Upcoming flight already has 50% more hydraulic fluid, so should have plenty of margin for landing attempt next month."

Why, oh why, do the fins consume hydraulic fluid?? Hydraulic fluid is normally used in a closed system that only consumes the fluid via leaks, right? Are the leaks due to temperature changes so bad, and so unsolvable, that the only solution is to just have more in reserve?

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Normal hydraulic systems are closed. When hydraulic fluid is squeezed out of a cylinder, it returns to a holding tank ready to be pressurized again by the pump.
SpaceX have confirmed the Falcon 9 uses an open system instead:

Hydraulics are usually closed, but that adds mass vs short acting open systems. F9 fins only work for 4 mins. We were ~10% off.

In a rocket, you don't want to run a pump (because pumps consume a lot of power, and their drive system is heavy). Instead, you use a tank of e.g. nitrogen to pressurize the fluid. This means you can't return the used fluid to the pressurized reservoir (you'd have to use a pump to get the fluid to a higher pressure than the reservoir, which defeats the point). So in this case, the used fluid can't be reused.

There are exceptions. The Shuttle SRBs used a hydrazine-powered power unit to drive a hydraulic pump for nozzle control. But hydrazine is something you want to avoid if you can (it's nasty stuff). There's a tradeoff between a simple (but limited-life) nitrogen pressurization system, or a (more complex but doesn't run out of hydraulic fluid) hydrazine power unit.

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    $\begingroup$ The first Delta III launch failed because it ran out of hydraulic fluid ~70 seconds after launch. The engine nozzles were limit cycle gimbaling. $\endgroup$
    – Organic Marble
    Commented Jan 11, 2015 at 15:55
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    $\begingroup$ Could STS SRBs not have used hydrogen peroxide instead of hydrazine? Equally nasty? Lower energy density? $\endgroup$
    – Anthony X
    Commented Jan 12, 2015 at 2:55
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    $\begingroup$ @Anthony, good point. Can you create this as a new question? It deserves more than a comment. $\endgroup$
    – Hobbes
    Commented Jan 12, 2015 at 7:23
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    $\begingroup$ @pbarranis: Why would you call the fluid that drives pistons to control the rocket's tail fins "propellant"? $\endgroup$
    – slebetman
    Commented Jan 13, 2015 at 6:47
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    $\begingroup$ @pbarranis from what's been described, the nitrogen provides pressure, but the working fluid is a liquid (i.e. hydraulic, not pneumatic) $\endgroup$
    – Nick T
    Commented May 27, 2015 at 14:20

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