Until a few moments ago I wouldn't have been able to answer the question, but now I can, thanks to a study carried out at Ohio State University.
The study is the first to take a scientific approach to explaining the popularity of fictional tragedies, a mystery that has baffled philosophers for millennia...
So, at any rate, says the lead author. She is Silvia Knobloch-Westerwick, and the key thing appears to be that fictional tragedies 'appeal to people because they help them to appreciate their own relationships more'. Look, I don't know - I'm only bringing it to your attention.