...but I still keep reading stories that end in tragedies! T-T 

Tragedies do not always have a sad ending or bad ending. But they are always very distressing.

I don't particularly like it when the protagonist struggled so hard to overcome so many obstacles and his (or her) end is unnecessary or undeserved tragic death. (Ooooh, if a main character dies, he (or she) must die with all the glory.)

I deal with terminal illnesses well, as they are always moving stories. T-T

Oooh, pitiful love stories and regrets... When they are a very moving story, they are just worth reading.

(Spoilers, spoilers are always welcome to calm anxiety. -_-)