This subject came up in a few YA panels at Eastercon last year. Put crudely, there is a market for tragedy, pain and hardship - teenage girls are some of the biggest buyers of so-called misery memoirs.
One of the panellists (it might have been Neil Gaiman) mentioned a comic strip in a teenage girls' magazine called "The Blind Ballerina". The writers and artists vied with each other to think up more and more terrible fates for their heroine. One involved driving her to the sliproad of a motorway (major road) and telling her (she's blind, remember), "You're on a stage - now dance!"
In any case, tragedy need not be depressing. If it's done right, it's cathartic. Shakespeare knew that, and so did the Ancient Greek dramatists.