Shakespeare's plays come loaded with creative and gruesome murders. From getting baked into a pie to getting buried to neck, Shakespeare extends his creativity. Oh and When it comes to ending the lives of his characters, he means a serious business and doesn't take a chance–using redundant mechanisms such as getting stabbed with a poisoned sword. Perhaps this was a method of a 16th century Dexter to channel his "dark passenger."

Shakespeare death cause chart

The chart from Shakespeare's 74 death scenes in a single play more gory than Game of Thrones

After all, Shakespeare doesn't have monopoly on tragedy and certainly is not the first one. From the Greek Tragedy to modern novels and movies, tragic endings and deaths are so frequent in our culture such as operas, stories, songs, and movies. Romeo & Juliet die, and so do Tristan & Isolde and Tannhäuser & Elizabeth. The Erlkönig takes the little boy away from his father. Cio-Cio-san (Madama Butterfly) gives up her son and kills herself. Chénier and Maddalena claim their death is the triumph of love ("... morte è il trionfo dell'amore."; perhaps they read Tristan and Isolde?...), and they of course, well, get executed together. What a lovely way to stay together forever?...

It is true that not every story ends with tragic deaths. With Tristan and Isolde, there is Figaro and Susanna. For Chénier and Maddalena, we have Florestan and Leonore. However, we know the ratio is not even close to 1:1.
opera with happy ending
Googling "opera with happy ending" returns 1.3 million results, perhaps I'm not the only one who is curious.

The question is why do we keep coming back to tragedies?

The protagonists, our tragic heroes, often choose to descend down, "not through vice or depravity but by some error of judgment." Gertrude drinks the poison, Maddalena volunteers to get executed instead of a stranger, Tannhäuser wrecks the contest, and oh the messengers always seem to arrive last minute—missing the only and final opportunity to prevent or rectify the misfortune just by a moment.

This device allows us to ponder over the potential alternative happy endings, and it becomes the moment when we connect and sympathize or possibly even empathize with the characters. During this process, we feel and experience the emotional elements that we may not have felt before.

We all are vulnerable to mistakes and tragedies of various kinds and magnitudes in our daily lives. Perhaps vicarious tragedy serves as an emotional inoculation or a simulation to real life tragedies.

However, I think a happy ending every now and then is well deserved.