Large crowds gathered for these plays and many masks, including those of a laughing and a crying face (depicting comedy and tragedy, respectively) were used during performances. The nature of the plays was said to be solemn, narrating stories of noble heroes from Greek mythology or history, who had suffered a downfall due to their inherent flaws.
A tragedy was thus seen here, less a misfortune that befalls due to workings of fate, and more an occurrence happening due to the protagonist's own doing. Needless to say, we see numerous examples of this nature in everyday life and can identify with them.
But with passage of time, this meaning has gained popularity and stuck in public memory as tragic plays as stories mostly involved the downfall of the protagonist and the misfortunes that entailed.
This included departing of loved ones, loss of name and fame or wealth, betrayal by a loyal kin, and so on. Though we may not be literary characters, such events may occur in our lives too, making us all too familiar with their plight.
Such heroes and heroines of the story appeal to the emotional being of the audience and connect at a human level to them, hence involving them intimately in their story.
This 'putting ourselves in their shoes' is the classic definition of empathy, making the tragedy an experience striking close to one's heart.
Indeed, we may have experienced this some time or the other, that after watching a tragic play, movie or reading a tragic piece of literature, we may feel as though we have lived through the character's life and emerge feeling better about our own life situations.
Whether it's about life or art, we all encounter tragedy at one point or the other. Due to the strong emotional connect of the content, the talent of the writers to pen stories that resonate with real-life experiences and our ability as emotional beings to find pieces of ourselves in the story, tragedies will remain alluring to us through the ages.