And, again, this is why D&D as horror is pretty hard too. But, since the PC's are PC's and the "heroes" of the story, sending them into the haunted house is rewarded by the system. If you nope out and don't stay in the haunted house, you don't gain any experience nor receive any treasure. Those are two pretty big carrots for entering the house. And, particularly later era D&D, the system generally tells you that while you might die, it's not generally going to happen. You should survive and move on to the next haunted house in most play.
IOW, the players are straight up rewarded for doing the dangerous thing.
But, in tragedy, you aren't rewarded. You will fail. That's the point of tragedy. And the system will not reward you for failure. You don't gain xp or advance levels for failure. At least, not without reworking the system considerably.