Yeah that isn't classic tragedy. What your presenting here is just "PCs made a bad decision". Again, classic tragedy is (normally) about someone in good position who, due to a flaw in their character, ends up losing that which means the most to them.
Othello. Romeo & Juliet. Most of ancient mythology. It's about joy transforming into heart-wrenching suffering.
And I don't see a group getting on board for that kind of experience. Not when they can just kill goblins and be heroes instead
The appeal for the players is that it might be fun to play some tragically flawed heroes who have some personality trait that will eventually cause them to flop out dramatically. To set up those dominoes in play and watch them fall. To give the DM enough rope to hang the party with, and then watch them hang. To have PC's whose downfall you're a little bit invested in, even though you also want them to succeed.
Now, as per the initial post, this won't come for the players for some significant amount of play time. Say, a year of playing a relatively consistent character in a "typical lethality" D&D campaign. The more moment-to-moment fun, then, beyond typical D&D gameplay, is in indulging that flaw - setting up the eventual fall. Imagining what this character's fate looks like, and knowing, from the outset, that it's gonna be bad. Being a hero who nonetheless is going to fail some day.
That's the initial "signing up to go on the adventure" of this campaign. You are signing up knowing that your character's flaws are going to come bite them on the ass, that they're going to make the world a worse place because of them, and that the fun part is going to be watching that fate play out inevitably, inexorably, because of those flaws. As a player, you play for the same reason you'd watch a play like this (or for the same reason you'd watch
Breaking Bad) - because it can be cathartic to make a fictional train wreck.
But that also means that for session-to-session play, the PC's are reasonably safe. If a PC is playing a character inspired by Juliet whose tragic flaw is something like "I'll do anything to marry the love of my life," the fun part is in making obviously poor decisions that line up with that flaw, and seeing them play out. You won't actually be drinking the poison, so to speak, until the end of the story. In the meantime, you get permission to recklessly indulge your character's flaw and see where the cards fall.
Which means that on an adventure-to-adventure / session-to-session basis, the tragedy isn't quite so personal. We aren't going to push Juliet to the brink for a while.
So, that brings us to my earlier question about what it might look like if the tragedy doesn't
directly impact the PC's specifically, since we can only do that so much in this campaign. Juilet isn't going to die until the end of the story. So what kind of things happen before that? What can we show with NPC's? What would an adventure based on
Bonnie and Clyde or
Scarface look like? Where the players aren't the doomed protagonists, but perhaps play a big role in that fate? Where the themes of tragedy can bounce off of some more expendable characters....while preserving the agency of the players AND the fated misfortune?