In literature, a tragedy is something that an author can really use to their advantage. They can really pick you up, and then throw you back down with a sudden plot twist that really makes the mood of the story more melancholy. There are plenty of advantages to it, but I feel like the greatest of them is to suck readers in. When authors leave it at a tragedy, you want to know if it gets better. You want to know if the story ever bounces back, or if it just ends tragic.
Tragedy has been used in literature since extremely far back in time. "Oedipus" is a famous example of a myth that is involved with tragedy. This story was written in 500 B.C. The tragedy is that Oedipus' mom takes her own life (after having children with Oedipus) and Oedipus then gouges his eyes out and ends up dead. The idea of tragedy is something that not all people understand. Many people are quite confused by this story, and rightfully so. This is pretty messed up to read, so imagine how the daughter of this incestuous relationship felt. She felt even worse when her two brothers killed each other, and one was denied a proper burial. That was a pretty big deal in that culture. Antigone was definitely on the receiving end of some very tragic events.
I feel that when I read this, I feel bad for her and want to keep reading to figure out what happens to her. Finding out about these terrible things instantly puts me on her side, and when you're on the side of the protagonist, you want to finish the story and find out whether or not they make it out. The quality of the writing tends to matter less when you become attached to the main character.