OK. You're right that "tragedy" can be used broadly (I'm not familiar with any definition of the term that includes Russian realism, but I'm sure there is one). I should have been more specific. I meant tragedy in the classical sense (mainly Greek, but I guess Roman and Elizabethan tragedies also fit the bill): plays that aim to stir pity and fear by making us feel a basically decent protagonist's suffering, showing how a single error in judgment pulls them into ruin, and forcing us to face that the same could happen to us. That kind of tragedy is absolutely meant to make the audience experience pain. Not gratuitous pain, but pain in the form of focused pity and fear that build toward a release once the story resolves. The suffering is the vehicle, the point is catharsis (the insight and the clarity that we experience after the play). You're right in saying that tragedies aren't all darkness all the time, though. The best tragedies also have moments of dignity, recognition, and even a hard kind of beauty. But the suffering is still of central importance. (I think the same thing is true for NTR. Most of the NTR games I've played had lighter moments, bits of comic relief, sometimes even routes or endings that soften the tone.)
As for NTR: different genre, different ethics, but the basic move is similar. The work invites you to inhabit an unwanted feeling in a safe, fictional space. If that experience is not for you, it's totally fine to skip it, but "this makes me feel bad" by itself is not a sufficient reason to pile on the genre or the people who like it IMO, and certainly not a reason to call for banning it from the site (I'm not saying you think it should be banned, but there are people here who do). If that was enough to condemn an entire genre, we would have to dump horror (I felt like shit for an entire day after I first saw "Martyrs", but I didn't go online to complain about New French Horror), elegies, the blues, war novels, most documentary films, and countless other genres as well. Art sometimes takes us through dark feelings to show us something true. Granted, I don't expect many NTR games (or comics or w/e medium) to lead to some life-changing epiphany or feeling of sublimity, but I'm sure some people do experience something very much like catharsis after playing a NTR game.