Let's talk about comedy.
Comedy is a construction in which subjects with particular characteristics are placed in jeopardy which, ultimately, never comes to pass. The jeopardy is played upon, usually up to the very last scene, to give the impression that it might occur ... for comedic effect. In some cases, when the jeopardy does "occur," such as in one of the film cuts of Army of Darkness, the jeopardy is played for laughs.
The protagonist of a comedy is usually someone that is incompetent, occasionally due to a lack of intelligence but more commonly from a lack of social intelligence ~ due to being of some other culture, social class or pattern of thinking. Or planet, as in Third Rock from the Sun. A good example, taken to a clever extreme, is to bury Brendan Fraser in a time capsule for 35 years in Blast from the Past, so that his "incompetence" can play off the familiar perspective of the remaining cast. Usually, such a plot is resolved by having the incompetent characters achieve competence through luck in some fashion, or by having it revealed by the third act that the character was actually the most competent ~ or at least empowered ~ of everyone.
In tragedies, incompetence, in whatever form it takes, usually results in death. When Cinna is murdered by the mob in Act III of Julius Caesar, because his name happens to be the same as one of the villains, his death is nothing less than pathetic (or pathos). When Juliet is too incompetent to tell a dead Romeo from a live one, she has no chance. When Patroclus pretends to be Achilles, he ends up being killed by Hector. In tragedy, incompetence is a death sport. In comedy, the incompetent is protected by plot armor.
The point of comedy is for us to enjoy the protagonist as a stranger in a strange land, so that mayhem might ensue. It is possible to turn this on its head. The Marx Brothers were able to make everyone else feel that they were in a strange land, as the dialogue was controlled by Groucho and Chico. The Three Stooges are a threat to everyone who comes near. In all cases, however, the point is to make the observer feel smarter than the people in the film or play, who just don't understand what's happening. We know, so we enjoy the joke.
Irony occurs when the participants of the comedy act and speak as though they know what is going on, when in fact, they don't. Seinfeld is a good example; but we're innundated with ironic comedy now, in the form of Archer, Rick and Morty, The Family Guy and so on ... all of whom make the audience feel terrifically expert, in that the characters on the screen are so wonderfully dense.
Ironic comedy used to be marked by having the characters brought to task for their folly; and this explains the final end of Seinfeld, which was lost on most of the audience who had bought into what the cast was saying as "truth." When they wound up in prison, this was justified by these having been horrible, awful people; but by then, the only audience left were fundamentally horrible, awful people, who did not understand the final scene. This is a problem with much modern irony. Audiences don't know the characters are being ironic.
The folly that these ironic characters speak is hubris; the certainty of being right because, well, I'm me. In tragedy, hubris again usually ends in death. But not in the pathetic sense of Romeo and Juliet, but in the, Oh Christ, can't-this-guy-just-please-die-now of Richard the III.
Okay. In D&D, most players are concerned about dying due to incompetence. They second check everything, they plan, they worry they're going to make the wrong choice ... and because they do their best to control incompetence, it is usually only bad luck, which cannot be accounted for, that brings about death. (fudging, however, introduces plot armor, so this can't happen)
But hubris is another animal altogether. There's no sense in arguing, "don't be hubristic," because if you're capable of realizing you might be hubristic, you're not. Hubris is not merely being conceited or narcissitic; it's the willing disassociation that comes of failing to see this trait in one's self. And then, ultimately, being hoisted upon your own petard.
A petard is a bomb. To be "hoisted," or "blown up," by your own is the act of conceiving the bomb, building the bomb, putting the bomb under one's own chair, setting the timer and then waiting for it to go off. See the aforementioned Richard the III.
Players will occasionally invent the idea of being blown up by petards, but they are almost always imagined as a result of the DM's conceptions, and not their own. Thus, all the focus on incompetence. "We didn't make this bomb, but if we're not awfully careful diffusing it, the bomb will go off."
The trick to creating tragedy out of a sandbox campaign, where the bombs are mere parts in the hands of the DMs, and constructions in the hands of the players, is to induce, through game play and suggestion, that building the bomb should sound like a good idea to the players. "Hey, if we take this part, and pour this into that, and shake it up really good, that would be just what we need ... uh oh, why is it ...?" BOOM.
This isn't easy. Done right, the players should be able to recognize "this isn't a good idea," but be willing to go with it because it's the best idea they have. That way, if at some point, someone does have a better idea, there's still a chance of avoiding the bad play.
Of course, a large number of players, not being very bright, will seize on the "not good idea" algorithm and just start killing whatever NPC is talking. And there is only one answer for players like this:
It is easy to kill an incompetent party. They read the situation wrong, they act hastily, they use 21st century logic in speaking with 16th century aristocrats and ... well, that sort of thing should go wrong for the player.
It is harder, much harder, to get the competent party deeper and deeper into their own mess, as they keep trying to fix their situation only to find they're making it worse, because they really are hubristic at heart. They really do think, "This will work!" ... only to find it doesn't, because it wasn't thought through.
The point of tragedy, unlike comedy, isn't to make the audience feel smarter. It is to make the audience feel dumber. Because, we hope, the audience will get caught thinking, "Woah, if I had been in Richard's situation, I would have done just what Richard did ..." [trust me, it did seem rational for a 17th century audience].
I'm sure you can think of a film you've seen, which ended badly, where you realize, if you'd been there, you'd have done no better than the protagonist. That's the point. You're meant to empathize. You're meant to feel that you're not really as bright as you think you are.
Once you get players into that mindset, your game is going to get a LOT more meaningful.
Dump the comedy. And all that that entails.