Tragedy
When consuming fictional works, I do not usually seek out for tragedy. My mentality is too weak to handle the sad emotions, even though I acknowledge perfectly that they are not true.
There are more than enough sad facts in real life. I choose to ignore them in my daily life, so as not to become overwhelmed by the sorrow I feel. Reading a sad story is like self-harming with my empathy.
But if the story ends happily, in some way or for someone, then I am satisfied. If I know that the characters I care about will not be treated badly, only then will I be able to suspend my beliefs and put my heart into the plot.