Why?
Cause tragedies are often much closer to reality. After all, no 'happily ever after' endings exist in this world since every human would die one day, and the once 'happy' ending would somehow turn wistful. But that doesn't reduce the beauty of life.
And, tragedy makes the blissful, beautiful moments in a novel much more memorable. Ephemeral things left the most lasting impression, after all. Nostalgia simply taste divine; it left a lingering bittersweet aftertaste in your tongue that's impossible to forget.
As an appreciator of beauty, and life itself, of course tragedy sits on top of my reading list. Even if it tortures my heart.